Global X MSCI China Materials ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9852 | 9.71 | |
| 0.0828 | 4.77 | |
| 0.8748 | 38.17 | |
| -0.0067 | -1.49 |
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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