Pacer CSOP FTSE China A50 ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5943 | 5.74 | |
| 0.1385 | 3.19 | |
| 0.6390 | 7.35 | |
| -2.3170 | -4.17 | |
| 4.7397 | 5.62 | |
| -3.5038 | -6.45 | |
| 1.2860 | 2.75 | |
| -0.3847 | -0.79 | |
| 0.4874 | 0.87 | |
| -1.0045 | -1.50 | |
| 2.1383 | 1.41 |
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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