CBOE China ETF Volatility Index MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
param | t-stat | |
---|---|---|
51 | ||
0.2225 | 25.31 | |
0.6836 | 46.21 | |
-0.1862 | -11.95 | |
10.0000 | 1.17 | |
0.6562 | 1.65 | |
0.0000 | 0.00 |
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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