Global X MSCI Nigeria ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8435 | 4.22 | |
| 0.1851 | 4.69 | |
| 0.6882 | 12.64 | |
| 0.6534 | 2.30 | |
| -1.1557 | -2.65 | |
| 0.6043 | 1.68 | |
| 0.0601 | 0.18 | |
| -0.4341 | -1.56 | |
| 1.2178 | 3.65 |
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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