Global X MSCI China Industrials ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9616 | 7.62 | |
| 0.0806 | 4.24 | |
| 0.8826 | 37.52 | |
| -0.0213 | -1.92 | |
| 0.0309 | 2.19 |
Estimation Period:
Dec 1, 2009 to Feb 16, 2024
Dec 1, 2009 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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