V-Lab
Harvest CSI Gilt-Edged Medium Term Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 14th, 2022:7.45% (+0.05%)
Analysis last updated: Monday, June 13, 2022 at 02:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.9062 | 10.51 | |
| 0.2430 | 6.70 | |
| -0.5000 | -3.08 | |
| 1.4576 | 1.52 | |
| 0.9317 | 1.37 | |
| 0.0000 | 0.00 |
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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