V-Lab
SZSE SME 100 ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:31.20% (-0.85%)
Analysis last updated: Friday, March 1, 2024 at 02:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6032 | 5.37 | |
| 0.0607 | 30.28 | |
| 0.9934 | 913.05 | |
| 7 | 5.47 |
Estimation Period:
Oct 16, 2006 to Mar 1, 2024
Oct 16, 2006 to Mar 1, 2024
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