V-Lab
Bosera SSE Corporate Bond 30 ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 19th, 2017:13.39% (-0.02%)
Analysis last updated: Monday, March 1, 2021 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 12.51 | |
| 0.1809 | 9.58 | |
| 0.9989 | 415.70 | |
| -0.0324 | -0.45 |
Estimation Period:
Aug 16, 2013 to Sep 15, 2017
Aug 16, 2013 to Sep 15, 2017
News Impact Curve
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