Global X MSCI China Consumer Staples ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0782 | 5.01 | |
| 0.7343 | 40.01 | |
| 0.1032 | 7.03 | |
| 1.6805 | 0.09 | |
| 0.3947 | 0.09 | |
| 0.0000 | 0.00 |
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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