V-Lab: Bosera SSE Corporate Bond 30 ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

Bosera SSE Corporate Bond 30 ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, October 19th, 2017:89.19% (+0.99%)

Analysis last updated: Monday, March 1, 2021 at 07:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	69.8579	5.78
$α$	0.1973	77.11
$β$	0.9911	717.17
$ν$	2	6610.72

Estimation Period:
Aug 16, 2013 to Sep 15, 2017

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