Hwabao WP CSI Medical Service ETF Feeder Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 22nd, 2023:20.22% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2007 | 3.83 | |
| 0.0493 | 7.52 | |
| 0.9688 | 83.09 | |
| 6.4068 | 1.05 |
Estimation Period:
Aug 11, 2021 to Nov 17, 2023
Aug 11, 2021 to Nov 17, 2023
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