V-Lab
Guangfa CSI 500 ETF Asy. MEM Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:29.16% (-2.52%)
Analysis last updated: Friday, March 1, 2024 at 02:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 13.98 | |
| 0.1209 | 17.39 | |
| 0.8094 | 140.64 | |
| 0.0938 | 7.84 |
Estimation Period:
May 24, 2013 to Mar 1, 2024
May 24, 2013 to Mar 1, 2024
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