V-Lab
SZSE SME 100 ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:30.92% (-1.08%)
Analysis last updated: Friday, March 1, 2024 at 02:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 10.15 | |
| 0.0685 | 23.34 | |
| 0.9244 | 297.81 | |
| 0.1374 | 3.25 |
Estimation Period:
Oct 16, 2006 to Mar 1, 2024
Oct 16, 2006 to Mar 1, 2024
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