V-Lab
Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:1.62% (-0.06%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0431 | -9.58 | |
| 0.1236 | 23.49 | |
| 0.9897 | 620.10 | |
| 0.0308 | 6.62 |
Estimation Period:
Jan 29, 2004 to Sep 29, 2023
Jan 29, 2004 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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