WisdomTree Chinese Yuan Strategy Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0188 | -8.14 | |
| 0.1722 | 42.88 | |
| 0.9872 | 742.27 | |
| -0.0587 | -7.75 |
Estimation Period:
May 22, 2008 to Oct 20, 2023
May 22, 2008 to Oct 20, 2023
News Impact Curve
Volatility Forecasts
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