Global X MSCI Next Emerging & Frontier ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0269 | 6.82 | |
| 0.8466 | 150.05 | |
| 0.1073 | 14.86 | |
| 0.1444 | 1.26 | |
| 0.5774 | 1.43 | |
| 0.2738 | 0.52 |
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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