WisdomTree Chinese Yuan Strategy Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5125 | 4.47 | |
| 0.1140 | 6.63 | |
| 0.8316 | 26.31 | |
| 0.9268 | 5.07 | |
| -1.4818 | -3.95 | |
| 1.2522 | 2.69 | |
| -0.9978 | -1.87 | |
| 0.2932 | 0.80 | |
| -0.1847 | -1.12 | |
| 0.3908 | 2.21 | |
| -0.2651 | -1.78 |
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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