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Global X Emerging Markets Internet & E-commerce ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 10, 2023 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Global X Emerging Markets Internet & E-commerce ETF S0GARCH
paramt-stat
ω0.61013.75
α0.06231.16
β0.46521.06
γ1-6.3056-0.87
γ28.07680.79
γ35.01250.70
γ4-21.6198-2.25
γ530.61372.67
γ6-31.5816-2.21
γ723.91121.92
γ8-8.2296-1.45
Estimation Period:
Nov 11, 2020 to Nov 10, 2023
Impact of return on volatility tomorrow
Volatility Forecasts