Data for COVID-19 and ETF Returns

The data provided herein contains the secondary data used to estimate the GARCH models employed to determine the impact of COVID-19 on exchange traded fund returns in South Africa.本文所提供的数据包含用于估计广义自回归条件异方差模型（GARCH）的二手数据，此类模型被用于评估新冠疫情（COVID-19）对南非交易所交易基金（ETF）收益率的影响。