V-Lab
ICBC Credit Suisse Shenzhen Stock Exchange Dividend Price Index ETF Asy. MEM Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:21.46% (-0.60%)
Analysis last updated: Friday, March 1, 2024 at 03:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 14.94 | |
| 0.0993 | 15.98 | |
| 0.8643 | 186.04 | |
| 0.0419 | 4.29 |
Estimation Period:
Jan 11, 2011 to Mar 1, 2024
Jan 11, 2011 to Mar 1, 2024
News Impact Curve
Volatility Forecasts
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