Global X MSCI Nigeria ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9771 | 3.92 | |
| 0.1920 | 4.55 | |
| 0.6648 | 11.54 | |
| 1.6506 | 1.88 | |
| -2.1391 | -1.47 | |
| 0.2175 | 0.19 | |
| 0.2701 | 0.25 | |
| 0.0566 | 0.06 | |
| 0.4615 | 0.75 | |
| -1.5451 | -2.78 | |
| 2.2746 | 3.52 | |
| -1.8708 | -3.33 |
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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