CBOE China ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1548 | 7.94 | |
| 0.1847 | 4.98 | |
| 0.6699 | 15.13 | |
| 0.0577 | 3.90 | |
| -0.0770 | -4.05 |
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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