Direxion Daily CSI 300 China A Share Bear 1X Shares MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2479 | 24.27 | |
| 0.6879 | 28.65 | |
| -0.1428 | -6.78 | |
| 0.0380 | 2.35 | |
| 0.0462 | 2.63 | |
| 0.9383 | 38.78 |
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 MF2-GARCH Analyses on ETFs