V-Lab
Guotai Shanghai Stock Exchange 180 Financial Index ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:17.31% (-1.36%)
Analysis last updated: Friday, March 1, 2024 at 02:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 17.08 | |
| 0.2067 | 35.24 | |
| 0.7607 | 101.43 | |
| -0.0591 | -4.74 | |
| 0.5791 | 16.73 |
Estimation Period:
May 23, 2011 to Mar 1, 2024
May 23, 2011 to Mar 1, 2024
News Impact Curve
Volatility Forecasts
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