Loncar China BioPharma ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0796 | 10.18 | |
| 0.2260 | 16.98 | |
| 0.9537 | 219.39 | |
| -0.0561 | -4.73 |
Estimation Period:
Aug 15, 2018 to Oct 20, 2023
Aug 15, 2018 to Oct 20, 2023
News Impact Curve
Volatility Forecasts
Other Loncar China BioPharma ETF Analyses
Other EGARCH Analyses on ETFs