CBOE Wheat Volatility Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9008 | 11.17 | |
| 0.3667 | 14.84 | |
| 0.7504 | 32.29 | |
| -0.0467 | -2.06 |
Estimation Period:
Jul 27, 2012 to Jul 12, 2019
Jul 27, 2012 to Jul 12, 2019
News Impact Curve
Volatility Forecasts
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