V-Lab
E Fund CSI 300 Health Care Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 4th, 2024:27.08% (-1.21%)
Analysis last updated: Friday, March 1, 2024 at 02:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3176 | 3.74 | |
| 0.0599 | 27.15 | |
| 0.9939 | 625.49 | |
| 7 | 4.42 |
Estimation Period:
Oct 28, 2013 to Mar 1, 2024
Oct 28, 2013 to Mar 1, 2024
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