Global X MSCI China Materials ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2544 | 23.45 | |
| 0.1028 | 25.74 | |
| 0.8234 | 171.04 | |
| 0.4890 | 9.58 |
Estimation Period:
Jan 14, 2010 to Feb 16, 2024
Jan 14, 2010 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
Other Global X MSCI China Materials ETF Analyses
Other AGARCH Analyses on ETFs