Global X MSCI China Information Technology ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1246 | 10.22 | |
| 0.2570 | 15.38 | |
| 0.9162 | 138.77 | |
| -0.0617 | -4.06 |
Estimation Period:
Dec 12, 2018 to Feb 16, 2024
Dec 12, 2018 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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