Global X MSCI China Real Estate ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 6.77 | |
| 0.1726 | 16.78 | |
| 0.9771 | 240.60 | |
| -0.0494 | -5.60 |
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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