Global X MSCI China Materials ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1523 | 15.90 | |
| 0.0500 | 8.82 | |
| 0.8824 | 164.97 | |
| 0.0539 | 4.85 |
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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