V-Lab: China CSI 500 ETF Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

China CSI 500 ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, March 4th, 2024:32.92% (-4.22%)

Analysis last updated: Friday, March 1, 2024 at 02:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0386	12.20
$α$	0.1960	30.26
$β$	0.8033	121.03
$γ$	0.1400	9.35
$δ$	1.0834	16.91

Estimation Period:
Mar 15, 2013 to Mar 1, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts