Global X MSCI China Financials ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1295 | 14.77 | |
| 0.0648 | 6.94 | |
| 0.8564 | 108.26 | |
| 0.0594 | 4.91 |
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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