Morgan Stanley China A SH FD MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.08% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0869 | 15.22 | |
| 0.7068 | 43.30 | |
| 0.0914 | 10.20 | |
| 0.0261 | 2.28 | |
| 0.0621 | 3.86 | |
| 0.9314 | 48.06 |
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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