V-Lab
V-Lab
China CSI 500 ETF MEM Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:35.13% (-3.02%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China CSI 500 ETF MEM
paramt-stat
ω0.05123.66
α0.168619.54
β0.8155132.69
Estimation Period:
Mar 15, 2013 to Mar 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts