CBOE China ETF Volatility Index APARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
100.86%
1 Week
99.65%
1 Month
96.19%
Analysis last updated: Saturday, September 3, 2022 at 04:59 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.32 | |
| 0.0970 | 9.08 | |
| 0.8458 | 85.74 | |
| -0.4822 | -5.79 | |
| 1.6899 | 16.60 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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