V-Lab: China Fund Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

China Fund Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:26.08% (+1.18%)

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
$ω$	1.0947	6.76
$α$	0.1091	8.92
$β$	0.8532	64.38
$γ_{1}$	-0.0106	-0.81
$γ_{2}$	0.0253	1.28
$γ_{3}$	-0.0538	-3.41
$γ_{4}$	0.0889	6.25
$γ_{5}$	-0.0704	-7.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts