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

V-Lab

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V-Lab

China Fund Inc/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:33.15% (-1.68%)

Analysis last updated: Friday, May 3, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0895	6.74
$α$	0.1098	8.90
$β$	0.8522	63.92
$γ_{1}$	-0.0111	-0.85
$γ_{2}$	0.0258	1.29
$γ_{3}$	-0.0531	-3.24
$γ_{4}$	0.0862	5.22
$γ_{5}$	-0.0617	-3.07

Estimation Period:
Jul 10, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts