CBOE China ETF Volatility Index EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
105.23%
1 Week
103.91%
1 Month
100.11%
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 | |
|---|---|---|
| 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
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