Hwabao WP CSI Medical Service ETF Feeder Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 22nd, 2023:19.54% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1021 | 6.63 | |
| 0.0651 | 8.10 | |
| 0.8859 | 74.16 |
Estimation Period:
Aug 11, 2021 to Nov 17, 2023
Aug 11, 2021 to Nov 17, 2023
News Impact Curve
Volatility Forecasts
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