Global X MSCI China Financials ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 11.31 | |
| 0.1988 | 16.69 | |
| 0.9493 | 238.28 | |
| -0.0368 | -3.87 |
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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