V-Lab: China Fund Inc/The Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

China Fund Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.37% (+1.05%)

Analysis last updated: Monday, April 29, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0960	6.74
$α$	0.1092	8.92
$β$	0.8533	64.46
$γ_{1}$	-0.0107	-0.81
$γ_{2}$	0.0255	1.28
$γ_{3}$	-0.0539	-3.39
$γ_{4}$	0.0887	6.19
$γ_{5}$	-0.0699	-7.56

Estimation Period:
Jul 10, 1992 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts