V-Lab
V-Lab
China CSI 500 ETF GARCH Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:38.35% (-1.70%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of China CSI 500 ETF GARCH
paramt-stat
ω0.035910.73
α0.085616.35
β0.9053181.82
Estimation Period:
Mar 15, 2013 to Mar 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts