V-Lab
E Fund ChiNext Price Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:29.01% (-0.43%)
Analysis last updated: Friday, March 1, 2024 at 03:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7188 | 33.47 | |
| 0.1228 | 10.80 | |
| 0.1424 | 0.51 | |
| 0.2559 | 0.64 | |
| 0.7089 | 1.54 |
Estimation Period:
Dec 9, 2011 to Mar 1, 2024
Dec 9, 2011 to Mar 1, 2024
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