V-Lab
Central and Eastern Europe Fund Inc (The) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:23.12% (-0.50%)
Analysis last updated: Friday, May 17, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4255 | 6.30 | |
| 0.1126 | 8.71 | |
| 0.8545 | 67.43 | |
| 0.0193 | 4.11 | |
| -0.0337 | -4.79 | |
| 0.0325 | 5.39 |
Estimation Period:
Feb 28, 1990 to May 17, 2024
Feb 28, 1990 to May 17, 2024
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