Global X MSCI China Utilities ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 7.00 | |
| 0.2212 | 20.13 | |
| 0.9401 | 180.31 | |
| -0.0742 | -6.07 |
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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