V-Lab
Guangfa CSI 500 ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:27.88% (-3.36%)
Analysis last updated: Friday, March 1, 2024 at 02:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 12.72 | |
| 0.2001 | 34.82 | |
| 0.7849 | 119.69 | |
| 0.1604 | 11.24 | |
| 1.1978 | 17.33 |
Estimation Period:
May 24, 2013 to Mar 1, 2024
May 24, 2013 to Mar 1, 2024
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