Global X MSCI China Real Estate ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1577 | 6.82 | |
| 0.0445 | 6.84 | |
| 0.8840 | 130.23 | |
| 0.1010 | 5.24 |
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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