Pacer CSOP FTSE China A50 ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1116 | 8.02 | |
| 0.6846 | 35.61 | |
| 0.0542 | 3.04 | |
| 1.0614 | 1.49 | |
| 0.5167 | 8.91 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 12, 2015 to Oct 4, 2024
Mar 12, 2015 to Oct 4, 2024
News Impact Curve
Volatility Forecasts
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