V-Lab
SZSE SME 100 ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:30.16% (-0.82%)
Analysis last updated: Friday, March 1, 2024 at 02:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4546 | 7.51 | |
| 0.0644 | 5.18 | |
| 0.9210 | 61.98 | |
| 0.0036 | 3.85 |
Estimation Period:
Oct 16, 2006 to Mar 1, 2024
Oct 16, 2006 to Mar 1, 2024
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