GF Tianli Traded Money Market Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, August 31st, 2023:3.91% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2031 | -14.27 | |
| -0.1507 | -4.80 | |
| 0.9642 | 311.15 | |
| 0.6380 | 14.20 |
Estimation Period:
Feb 14, 2017 to Aug 25, 2023
Feb 14, 2017 to Aug 25, 2023
News Impact Curve
Volatility Forecasts
Other GF Tianli Traded Money Market Fund Analyses
Other EGARCH Analyses on Open-end Funds