V-Lab: China CSI 500 ETF GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

China CSI 500 ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 4th, 2024:34.53% (-1.65%)

Analysis last updated: Friday, March 1, 2024 at 02:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7108	3.86
$α$	0.0626	26.84
$β$	0.9910	477.34
$ν$	5	8.19

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