V-Lab
E Fund ChiNext Price Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:32.24% (-0.93%)
Analysis last updated: Friday, March 1, 2024 at 03:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5666 | 6.11 | |
| 0.0511 | 31.73 | |
| 0.9964 | 2004.81 | |
| 7 | 6.29 |
Estimation Period:
Dec 9, 2011 to Mar 1, 2024
Dec 9, 2011 to Mar 1, 2024
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