Global X MSCI China Consumer Discretionary ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.04% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9748 | 7.80 | |
| 0.0914 | 5.55 | |
| 0.8618 | 40.20 | |
| 0.0093 | 0.62 | |
| 0.0266 | 1.18 | |
| -0.1120 | -4.56 |
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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