V-Lab
Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:1.51% (-0.07%)
Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 8.34 | |
| 0.1223 | 15.68 | |
| 0.8775 | 180.03 | |
| -0.0416 | -4.79 |
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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