Global X MSCI Portugal ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 10.06 | |
| 0.2499 | 25.74 | |
| 0.9445 | 279.35 | |
| -0.0904 | -11.64 |
Estimation Period:
Nov 14, 2013 to Feb 16, 2024
Nov 14, 2013 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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