基金代码 | GARCH (u, v) | 系数 |
501086 | (1, 1) | ω = 1.3173e−04 α1 = 0.19446 β1 = 0.13381 |
518880 | (1, 2) | ω = 1.1257e−05 α1 = 0.18262 β1 = 0.021611 β2 = 0.45939 |
518850 | (1, 2) | ω = 1.7556e−05 α1 = 0.19535 β1 = 0.14665 β1 = 0.40333 |
515980 | (2, 2) | ω = 1.4098e−05 α1 = 0.050311 α2 = 0.06827 β1 = 0.41361 β2 = 0.41256 |
518660 | (1, 2) | ω = 1.4352e−05 α1 = 0.15931 β1 = 0.17077 β2 = 0.45786 |
515950 | (2, 2) | ω = 3.6804e−05 α1 = 1.0000e−08 α2 = 0.1463 β1 = 0.28901 β2 = 0.43939 |
515880 | (2, 1) | ω = 7.0723e−06 α1 = 2.0452e−04 α2 = 0.06382 β1 = 0.9127 |
515890 | (2, 2) | ω = 1.841e−5 α1 = 0.1361 α2 = 0.06352 β1 = 0.00195 β2 = 0.6524 |
515900 | 无ARCH效应 | —— |
515960 | (1, 2) | ω = 2.2923e−05 α1 = 0.07367 β1 = 0.8393 β2 = 1.0000e−08 |
515930 | (1 1) | ω = 6.2558e−06 α1 = 0.07062 β1 = 0.8846 |
515990 | (1 ,2) | ω = 2.8507e−05 α1 = 0.18257 β1 = 0.1759 β2 = 0.50697 |