V-Lab
Samsung S&P High Dividend APAC ex NZ REITs ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 1st, 2024:16.96% (-0.12%)
Analysis last updated: Thursday, February 1, 2024 at 04:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 4.88 | |
| 0.0299 | 9.53 | |
| 0.9547 | 195.31 |
Estimation Period:
Oct 15, 2020 to Jan 19, 2024
Oct 15, 2020 to Jan 19, 2024
News Impact Curve
Volatility Forecasts
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