Global X MSCI Portugal ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1110 | 13.10 | |
| 0.7131 | 75.51 | |
| 0.1233 | 10.01 | |
| 0.0460 | 3.63 | |
| 0.0852 | 3.83 | |
| 0.8887 | 30.63 |
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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