Global X MSCI China Real Estate ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2788 | 7.58 | |
| 0.1459 | 22.27 | |
| 0.8133 | 94.85 | |
| 0.3968 | 5.12 |
Estimation Period:
Dec 14, 2018 to Feb 16, 2024
Dec 14, 2018 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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