Global X MSCI China Real Estate ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7816 | 4.26 | |
| 0.1486 | 3.81 | |
| 0.7431 | 10.13 | |
| -0.0466 | -0.12 | |
| 0.4283 | 0.75 | |
| -1.6928 | -2.55 |
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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