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, May 16th, 2024:36.82% (-1.05%)

Analysis last updated: Thursday, May 16, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2474	19.55
$α$	0.1062	20.58
$β$	0.8645	227.02
$γ$	0.0019	0.24

Estimation Period:
Nov 22, 1996 to May 10, 2024

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