CBOE China ETF Volatility Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1592 | 8.70 | |
| 0.1786 | 11.32 | |
| 0.9544 | 220.62 | |
| 0.1337 | 12.00 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
News Impact Curve
Volatility Forecasts
Other CBOE China ETF Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices