Global X MSCI China Consumer Discretionary ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.17% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0926 | 8.44 | |
| 0.0894 | 5.74 | |
| 0.8762 | 47.44 | |
| 0.0277 | 4.82 | |
| -0.0383 | -5.20 |
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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