V-Lab: Shanghai SSE180 ETF GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Shanghai SSE180 ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 4th, 2024:19.30% (-0.62%)

Analysis last updated: Friday, March 1, 2024 at 02:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3478	7.57
$α$	0.0488	54.93
$β$	0.9972	3291.25
$ν$	5	26.52

Estimation Period:
Oct 16, 2006 to Mar 1, 2024