GF Tianli Traded Money Market Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, August 31st, 2023:2.25% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.4565 | 13.72 | |
| 0.7714 | 128.88 | |
| -0.4565 | -6.72 | |
| 0.2055 | 9.14 | |
| 0.0000 | 0.01 | |
| 0.9849 | 155.54 |
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 MF2-GARCH Analyses on Open-end Funds