V-Lab
Bosera SSE Corporate Bond 30 ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, October 19th, 2017:9.65% (+0.08%)
Analysis last updated: Monday, March 1, 2021 at 09:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2035 | 6.55 | |
| 0.6858 | 8.20 | |
| 0.1665 | 8.11 |
Estimation Period:
Aug 16, 2013 to Sep 15, 2017
Aug 16, 2013 to Sep 15, 2017
News Impact Curve
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