WisdomTree Chinese Yuan Strategy Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 16.12 | |
| 0.0474 | 14.40 | |
| 0.9114 | 304.42 | |
| 0.0824 | 11.74 |
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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