Rayliant Quantamental China Equity ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4534 | 10.46 | |
| 0.1640 | 5.03 | |
| 0.5626 | 21.59 | |
| 0.1001 | 1.43 |
Estimation Period:
Jan 1, 2021 to Nov 28, 2025
Jan 1, 2021 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Rayliant Quantamental China Equity ETF Analyses
Other GJR-GARCH Analyses on ETFs