GF Tianli Traded Money Market Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, August 31st, 2023:0.79% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1281 | 8.73 | |
| 0.9962 | 277.72 | |
| 0.0000 | 0.00 | |
| -8.8077 | -0.85 | |
| 10.0965 | 0.74 | |
| -9.1342 | -1.35 | |
| -4.5999 | -0.66 | |
| 36.5587 | 5.43 | |
| -38.8980 | -4.76 | |
| 12.5844 | 1.24 | |
| 7.7174 | 1.00 |
Estimation Period:
Feb 14, 2017 to Aug 25, 2023
Feb 14, 2017 to Aug 25, 2023
News Impact Curve
Volatility Forecasts
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