Global X MSCI Nigeria ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2391 | 18.01 | |
| 0.2196 | 15.21 | |
| 0.7490 | 82.61 | |
| -0.0327 | -1.44 |
Estimation Period:
Apr 3, 2013 to Mar 22, 2024
Apr 3, 2013 to Mar 22, 2024
News Impact Curve
Volatility Forecasts
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