Direxion Daily CSI 300 China A Share Bear 1X Shares GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 9.22 | |
| 0.1628 | 9.43 | |
| 0.8635 | 92.43 | |
| -0.0900 | -5.81 |
Estimation Period:
Jun 17, 2015 to Feb 17, 2023
Jun 17, 2015 to Feb 17, 2023
News Impact Curve
Volatility Forecasts
Other Direxion Daily CSI 300 China A Share Bear 1X Shares Analyses
Other GJR-GARCH Analyses on ETFs