CBOE Wheat Volatility Index Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8167 | 3.69 | |
| 0.2511 | 3.20 | |
| 0.2000 | 1.76 | |
| -0.4219 | -1.83 | |
| 0.7341 | 2.32 | |
| -0.4417 | -3.13 |
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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