Global X MSCI China Financials ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1687 | 14.63 | |
| 0.1145 | 15.26 | |
| 0.8159 | 90.05 | |
| 0.3345 | 6.38 |
Estimation Period:
Jan 22, 2010 to Feb 16, 2024
Jan 22, 2010 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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