Pacer CSOP FTSE China A50 ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6309 | 5.84 | |
| 0.1486 | 3.21 | |
| 0.6043 | 6.31 | |
| -2.2594 | -4.11 | |
| 4.6540 | 5.58 | |
| -3.4454 | -6.44 | |
| 1.1993 | 2.62 | |
| -0.2143 | -0.46 | |
| 0.1309 | 0.24 | |
| -0.2134 | -0.35 | |
| 0.2801 | 0.50 |
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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