Global X MSCI China Consumer Staples ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8348 | 6.09 | |
| 0.1436 | 4.15 | |
| 0.7855 | 18.73 | |
| -0.0641 | -1.56 |
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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