Global X MSCI China Materials ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1043 | 10.54 | |
| 0.0795 | 4.74 | |
| 0.8829 | 40.19 | |
| 0.0016 | 1.54 |
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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