V-Lab: Shunfa Hengye Corp GJR-GARCH Volatility Analysis

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V-Lab

Shunfa Hengye Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:60.63% (+9.56%)

Analysis last updated: Thursday, April 18, 2024 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2460	19.55
$α$	0.1067	20.54
$β$	0.8650	227.32
$γ$	0.0001	0.02

Estimation Period:
Nov 22, 1996 to Apr 12, 2024

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Volatility Forecasts