V-Lab
Harvest CSI 300 Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:21.94% (-0.46%)
Analysis last updated: Friday, March 1, 2024 at 03:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0374 | 5.65 | |
| 0.0540 | 37.92 | |
| 0.9920 | 802.61 | |
| 4 | 18.38 |
Estimation Period:
May 28, 2012 to Mar 1, 2024
May 28, 2012 to Mar 1, 2024
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