Global X MSCI China Real Estate ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2320 | 6.70 | |
| 0.1260 | 17.57 | |
| 0.8444 | 83.29 |
Estimation Period:
Dec 14, 2018 to Feb 16, 2024
Dec 14, 2018 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
Other Global X MSCI China Real Estate ETF Analyses
Other GARCH Analyses on ETFs