CBOE Wheat Volatility Index Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4743 | 4.88 | |
| 0.2910 | 2.93 | |
| 0.1634 | 1.58 | |
| 3.4695 | 2.22 | |
| -5.3959 | -2.03 | |
| 2.4350 | 1.32 | |
| 0.0111 | 0.01 | |
| -1.1727 | -0.93 | |
| 2.2865 | 1.55 | |
| -5.7507 | -2.50 |
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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