V-Lab
China AMC CSI 300 Index ETF MEM Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:19.61% (-0.70%)
Analysis last updated: Friday, March 1, 2024 at 02:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 5.10 | |
| 0.1451 | 26.99 | |
| 0.8463 | 167.12 |
Estimation Period:
Jan 16, 2013 to Mar 1, 2024
Jan 16, 2013 to Mar 1, 2024
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