金融界12月31日消息,上证指数低开低走,上证180波动率加权指数 (180波动,000129)下跌1.06%,报14856.18点,成交额1026.23亿元。数据统计显示,上证180波动率加权指数近一个月上涨3.91%,近三个月上涨0.65%,年至今上涨21.01%。据了解,上证波动率加权指数系列以对应母指数为样本空间,选取历史波动率最小的100只证券作为样本,并以历史波动率的倒数作为权重分配...
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