SPICE
掌握全方位指数数据
专题产品
The S&P 500 Engle VT Indices are a product of S&P Dow Jones Indices LLC or its affiliates and incorporates methodology licensed from UBS AG. "Engle" is a trademark of Engle Volatility Consulting LLC ("Engle Consulting"), the research principal of which is Robert F. Engle ("Engle"). These trademarks together with others have been licensed to S&P Dow Jones Indices LLC. Financial Products based on the S&P 500 Engle VT Indices are not sponsored, endorsed, sold or promoted by S&P DJI, Dow Jones, S&P, their respective affiliates, Engle Consulting, Engle, or UBS.
指数发布日期为 Mar 14, 2025。 指数发布日前列示的所有信息均基于该指数发布时的编制方法作出假设(回溯试算),并非实际表现。显示更多
标普500® Engle 14% VT指数通过应用日内波动率控制机制来衡量E-mini标普500期货的敞口,目标波动率为14%。该波动率控制机制基于由Robert Engle教授引入的乘法误差模型日内预测模型。
指数前10大成份股
完整的指数成分股列表