V-Lab
China AMC CSI 300 Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:18.69% (-0.43%)
Analysis last updated: Friday, March 1, 2024 at 02:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0304 | 3.10 | |
| 0.7271 | 45.14 | |
| 0.0982 | 8.34 | |
| 0.1963 | 0.34 | |
| 0.8875 | 0.39 | |
| 0.0348 | 0.01 |
Estimation Period:
Jan 16, 2013 to Mar 1, 2024
Jan 16, 2013 to Mar 1, 2024
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