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V-Lab

GF Tianli Traded Money Market Fund Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, August 31st, 2023:5.10% (0.00%)
Analysis last updated: Wednesday, August 30, 2023 at 01:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of GF Tianli Traded Money Market Fund AMEM
paramt-stat
ω0.00347.50
α0.01823.23
β0.9647213.15
γ0.03271.90
Estimation Period:
Feb 14, 2017 to Aug 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts