Global X MSCI China Industrials ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0478 | 9.08 | |
| 0.0796 | 4.21 | |
| 0.8853 | 37.94 | |
| -0.0071 | -1.53 |
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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