V-Lab
Huatai-Pinebridge CSI 300 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:20.84% (-0.31%)
Analysis last updated: Friday, March 1, 2024 at 02:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9536 | 4.66 | |
| 0.0540 | 30.55 | |
| 0.9904 | 540.32 | |
| 4 | 10.89 |
Estimation Period:
May 28, 2012 to Mar 1, 2024
May 28, 2012 to Mar 1, 2024
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