Global X MSCI China Information Technology ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5425 | 12.14 | |
| 0.0769 | 6.57 | |
| 0.7317 | 45.60 | |
| 0.1347 | 4.44 |
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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