Global X MSCI Next Emerging & Frontier ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.15 | |
| 0.1742 | 19.89 | |
| 0.9706 | 527.77 | |
| -0.0787 | -10.65 |
Estimation Period:
Nov 7, 2013 to May 17, 2024
Nov 7, 2013 to May 17, 2024
News Impact Curve
Volatility Forecasts
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