Global X MSCI China Materials ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0828 | 13.26 | |
| 0.1640 | 16.49 | |
| 0.9432 | 234.91 | |
| -0.0496 | -6.06 |
Estimation Period:
Jan 14, 2010 to Feb 16, 2024
Jan 14, 2010 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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