V-Lab
CBOE China ETF Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:123.00% (+12.84%)
Analysis last updated: Saturday, September 3, 2022 at 05:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9802 | 7.85 | |
| 0.1831 | 5.20 | |
| 0.6819 | 16.21 | |
| 0.0207 | 2.90 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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