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V-Lab

Pacer CSOP FTSE China A50 ETF 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 SGARCH
paramt-stat
ω1.59435.74
α0.13853.19
β0.63907.35
γ1-2.3170-4.17
γ24.73975.62
γ3-3.5038-6.45
γ41.28602.75
γ5-0.3847-0.79
γ60.48740.87
γ7-1.0045-1.50
γ82.13831.41
Estimation Period:
Mar 12, 2015 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts