Global X MSCI China Real Estate ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.9557 | 231.80 | |
| 0.0825 | 19.96 | |
| 10.0000 | 0.05 | |
| 0.2594 | 0.05 | |
| 0.0000 | 0.00 |
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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