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Global X MSCI Nigeria ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, March 25, 2024 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Global X MSCI Nigeria ETF S0GARCH
paramt-stat
ω0.97713.92
α0.19204.55
β0.664811.54
γ11.65061.88
γ2-2.1391-1.47
γ30.21750.19
γ40.27010.25
γ50.05660.06
γ60.46150.75
γ7-1.5451-2.78
γ82.27463.52
γ9-1.8708-3.33
Estimation Period:
Apr 3, 2013 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts