CBOE China ETF Volatility Index GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8754 | 12.04 | |
| 0.1822 | 13.00 | |
| 0.8285 | 84.83 | |
| -0.1493 | -9.23 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
News Impact Curve
Volatility Forecasts
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