Morgan Stanley China A SH FD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.70% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 11.73 | |
| 0.0852 | 18.58 | |
| 0.9003 | 265.10 | |
| 0.0209 | 2.52 |
Estimation Period:
Sep 28, 2006 to Feb 13, 2026
Sep 28, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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