V-Lab: China Fund Inc/The GAS-GARCH Student T Volatility Analysis

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V-Lab

China Fund Inc/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:24.59% (+1.65%)

Analysis last updated: Thursday, May 16, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4497	6.49
$α$	0.0737	65.73
$β$	0.9958	1673.55
$ν$	6	15.12

Estimation Period:
Jul 10, 1992 to May 10, 2024