CBOE China ETF Volatility Index APARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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