Global X MSCI China Consumer Discretionary ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.59% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 13.45 | |
| 0.0502 | 9.49 | |
| 0.9071 | 248.86 | |
| 0.0585 | 5.93 |
Estimation Period:
Dec 1, 2009 to Feb 13, 2026
Dec 1, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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