Global X MSCI China Consumer Discretionary ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.48% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 9.80 | |
| 0.0834 | 23.53 | |
| 0.9009 | 242.65 | |
| 0.3980 | 7.94 |
Estimation Period:
Dec 1, 2009 to Feb 6, 2026
Dec 1, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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