Global X MSCI China Financials ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1061 | 8.01 | |
| 0.6802 | 25.77 | |
| 0.0628 | 4.84 | |
| 0.0527 | 2.07 | |
| 0.0418 | 2.37 | |
| 0.9375 | 35.37 |
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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