V-Lab
E Fund CSI 300 Health Care Index ETF APARCH Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:27.08% (-1.32%)
Analysis last updated: Friday, March 1, 2024 at 02:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 12.84 | |
| 0.0794 | 24.26 | |
| 0.9206 | 247.54 | |
| 0.0992 | 3.43 | |
| 1.0530 | 21.44 |
Estimation Period:
Oct 28, 2013 to Mar 1, 2024
Oct 28, 2013 to Mar 1, 2024
News Impact Curve
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