V-Lab: Harvest CSI 500 ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

Harvest CSI 500 ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 4th, 2024:33.31% (-1.80%)

Analysis last updated: Friday, March 1, 2024 at 02:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2423	4.74
$α$	0.0650	23.71
$β$	0.9862	372.16
$ν$	4	8.69

Estimation Period:
Mar 15, 2013 to Mar 1, 2024