Rayliant Quantamental China Equity ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9928 | 8.36 | |
| 0.2133 | 3.04 | |
| 0.5448 | 5.20 | |
| 0.0070 | 0.21 |
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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