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WisdomTree Chinese Yuan Strategy Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 20, 2023 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WisdomTree Chinese Yuan Strategy Fund S0GARCH
paramt-stat
ω1.51254.47
α0.11406.63
β0.831626.31
γ10.92685.07
γ2-1.4818-3.95
γ31.25222.69
γ4-0.9978-1.87
γ50.29320.80
γ6-0.1847-1.12
γ70.39082.21
γ8-0.2651-1.78
Estimation Period:
May 22, 2008 to Oct 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts