V-Lab
CBOE China ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:113.72% (+18.79%)
Analysis last updated: Saturday, September 3, 2022 at 05:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.2094 | 12.86 | |
| 0.1579 | 22.04 | |
| 0.9103 | 137.49 | |
| 5 | 7.91 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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