V-Lab
Harvest CSI Gilt-Edged Medium Term Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 14th, 2022:7.49% (-0.04%)
Analysis last updated: Monday, June 13, 2022 at 02:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 4.57 | |
| 0.3434 | 4.61 | |
| 0.7813 | 53.13 | |
| -0.2495 | -2.59 |
Estimation Period:
Aug 5, 2013 to Jun 10, 2022
Aug 5, 2013 to Jun 10, 2022
News Impact Curve
Volatility Forecasts
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