V-Lab
Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY APARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:1.61% (-0.02%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 8.57 | |
| 0.0779 | 19.10 | |
| 0.9218 | 288.15 | |
| -0.1862 | -3.75 | |
| 1.1862 | 23.22 |
Estimation Period:
Jan 29, 2004 to Sep 29, 2023
Jan 29, 2004 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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