CBOE China ETF Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 14th, 2022):
1 Day
111.05%
1 Week
111.95%
1 Month
113.47%
Analysis last updated: Saturday, September 3, 2022 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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