V-Lab
Central and Eastern Europe Fund Inc (The) MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:18.60% (+0.89%)
Analysis last updated: Monday, May 20, 2024 at 09:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0601 | 17.00 | |
| 0.8208 | 171.82 | |
| 0.0999 | 19.96 | |
| 0.0209 | 7.00 | |
| 0.0411 | 7.72 | |
| 0.9514 | 150.47 |
Estimation Period:
Feb 28, 1990 to May 17, 2024
Feb 28, 1990 to May 17, 2024
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