Global X MSCI China Consumer Staples ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2354 | 12.90 | |
| 0.1411 | 15.93 | |
| 0.7692 | 70.65 | |
| 0.2680 | 4.45 |
Estimation Period:
Dec 12, 2018 to Feb 16, 2024
Dec 12, 2018 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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