Global X MSCI Portugal ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8143 | 7.67 | |
| 0.1799 | 5.23 | |
| 0.6963 | 16.15 | |
| -0.3659 | -3.83 | |
| 0.5748 | 3.90 | |
| -0.2426 | -2.39 | |
| -0.1191 | -0.87 |
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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