V-Lab
Bosera SSE Corporate Bond 30 ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 19th, 2017:12.14% (+2.43%)
Analysis last updated: Wednesday, October 18, 2017 at 08:55 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2031 | 6.66 | |
| 0.6887 | 8.10 | |
| 0.1665 | 8.09 | |
| 0.0404 | 1.28 |
Estimation Period:
Aug 16, 2013 to Sep 15, 2017
Aug 16, 2013 to Sep 15, 2017
News Impact Curve
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