CBOE China ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
113.72%
1 Week
110.57%
1 Month
102.92%
Analysis last updated: Thursday, March 26, 2026 at 04:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 34.2093 | 12.86 | |
| 0.1579 | 22.04 | |
| 0.9103 | 137.49 | |
| 4.9913 | 7.91 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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