V-Lab
E Fund CSI 300 ETF MEM Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:19.21% (-0.97%)
Analysis last updated: Friday, March 1, 2024 at 02:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 5.46 | |
| 0.1767 | 25.50 | |
| 0.8093 | 151.56 |
Estimation Period:
Mar 25, 2013 to Mar 1, 2024
Mar 25, 2013 to Mar 1, 2024
News Impact Curve
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