V-Lab
Guotai Shanghai Stock Exchange 180 Financial Index ETF Asy. MEM Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:17.58% (-1.11%)
Analysis last updated: Friday, March 1, 2024 at 02:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0623 | 14.23 | |
| 0.1733 | 22.85 | |
| 0.8032 | 141.57 | |
| 0.0051 | 0.39 |
Estimation Period:
May 23, 2011 to Mar 1, 2024
May 23, 2011 to Mar 1, 2024
News Impact Curve
Volatility Forecasts
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