Global X MSCI China Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8947 | 4.06 | |
| 0.1367 | 3.52 | |
| 0.7394 | 9.18 | |
| 0.7678 | 0.83 | |
| -1.3062 | -0.94 | |
| 1.8778 | 1.75 | |
| -3.1989 | -3.05 | |
| 2.6691 | 3.72 |
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 Zero Slope Spline-GARCH Analyses on ETFs