Global X MSCI China Consumer Staples ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2236 | 12.10 | |
| 0.0919 | 7.52 | |
| 0.7849 | 66.75 | |
| 0.0826 | 3.59 |
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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