Global X MSCI China Utilities ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0724 | 7.87 | |
| 0.1906 | 3.96 | |
| 0.6170 | 6.18 | |
| 0.2413 | 2.27 | |
| -0.7201 | -3.36 |
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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