V-Lab
Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:1.54% (-0.10%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 12.17 | |
| 0.1247 | 19.02 | |
| 0.8591 | 140.21 |
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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