V-Lab: Central and Eastern Europe Fund Inc (The) Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Central and Eastern Europe Fund Inc (The) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:22.22% (+1.66%)

Analysis last updated: Monday, May 20, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6179	6.08
$α$	0.1119	8.53
$β$	0.8528	65.06
$γ_{1}$	0.0331	2.70
$γ_{2}$	-0.0248	-1.27
$γ_{3}$	-0.0352	-2.15
$γ_{4}$	0.0479	3.35
$γ_{5}$	-0.0268	-2.73

Estimation Period:
Feb 28, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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