Global X MSCI Portugal ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0942 | 17.44 | |
| 0.0757 | 10.36 | |
| 0.8094 | 143.87 | |
| 0.1314 | 9.40 |
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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