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Pacer CSOP FTSE China A50 ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 10, 2024 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pacer CSOP FTSE China A50 ETF S0GARCH
paramt-stat
ω1.63095.84
α0.14863.21
β0.60436.31
γ1-2.2594-4.11
γ24.65405.58
γ3-3.4454-6.44
γ41.19932.62
γ5-0.2143-0.46
γ60.13090.24
γ7-0.2134-0.35
γ80.28010.50
Estimation Period:
Mar 12, 2015 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts