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

V-Lab

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V-Lab

China Fund Inc/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:25.70% (-0.89%)

Analysis last updated: Friday, May 17, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0883	6.74
$α$	0.1093	8.90
$β$	0.8527	64.14
$γ_{1}$	-0.0112	-0.85
$γ_{2}$	0.0259	1.30
$γ_{3}$	-0.0533	-3.27
$γ_{4}$	0.0869	5.28
$γ_{5}$	-0.0647	-3.21

Estimation Period:
Jul 10, 1992 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts