Morgan Stanley China A SH FD AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.80% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 13.18 | |
| 0.0996 | 37.04 | |
| 0.8963 | 298.87 | |
| 0.0739 | 1.93 |
Estimation Period:
Sep 28, 2006 to Feb 20, 2026
Sep 28, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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