V-Lab
CBOE China ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:99.08% (+19.74%)
Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8754 | 12.04 | |
| 0.1822 | 13.00 | |
| 0.8285 | 84.83 | |
| -0.1493 | -9.23 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
News Impact Curve
Volatility Forecasts
Other CBOE China ETF Volatility Index Analyses