V-Lab
CBOE China ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 14th, 2022:106.54% (+23.47%)
Analysis last updated: Saturday, September 3, 2022 at 05:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.2225 | 25.31 | |
| 0.6836 | 46.21 | |
| -0.1862 | -11.95 | |
| 10.0000 | 1.17 | |
| 0.6562 | 1.65 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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