Morgan Stanley China A SH FD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.02% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8083 | 6.08 | |
| 0.0982 | 7.49 | |
| 0.8796 | 50.55 | |
| 0.0051 | 1.59 |
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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