GF Tianli Traded Money Market Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, August 31st, 2023:3.65% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 2.86 | |
| 0.4554 | 4.41 | |
| 0.7377 | 25.16 | |
| -0.4554 | -4.06 |
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
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