Global X MSCI Nigeria ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2006 | 10.64 | |
| 0.6241 | 20.59 | |
| -0.0296 | -1.19 | |
| 0.5521 | 0.60 | |
| 0.2976 | 0.60 | |
| 0.5533 | 0.73 |
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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