V-Lab
E Fund ChiNext Price Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:31.53% (-0.83%)
Analysis last updated: Friday, March 1, 2024 at 03:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 8.98 | |
| 0.0484 | 11.92 | |
| 0.9342 | 286.04 | |
| 0.0179 | 2.49 |
Estimation Period:
Dec 9, 2011 to Mar 1, 2024
Dec 9, 2011 to Mar 1, 2024
News Impact Curve
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