Global X MSCI Next Emerging & Frontier ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0094 | 8.41 | |
| 0.1116 | 4.06 | |
| 0.8477 | 30.56 | |
| -0.0098 | -1.15 |
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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