Rayliant Quantamental China Equity ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1097 | 8.24 | |
| 0.3540 | 13.33 | |
| 0.8546 | 57.98 | |
| -0.0375 | -1.55 |
Estimation Period:
Jan 1, 2021 to Nov 28, 2025
Jan 1, 2021 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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