CBOE China ETF Volatility Index GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
param | t-stat | |
---|---|---|
34.2094 | 12.86 | |
0.1579 | 22.04 | |
0.9103 | 137.49 | |
4.9914 | 7.91 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
Other CBOE China ETF Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices