CBOE China ETF Volatility Index GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
95.32%
1 Week
95.17%
1 Month
94.74%
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 | |
|---|---|---|
| 1.9649 | 12.39 | |
| 0.1332 | 15.35 | |
| 0.8106 | 68.95 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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