V-Lab: Shunfa Hengye Corp MF2-GARCH Volatility Analysis

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V-Lab

Shunfa Hengye Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:50.98% (-6.68%)

Analysis last updated: Wednesday, May 1, 2024 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1810	27.97
$β$	0.6184	36.19
$γ$	-0.0123	-1.60
$λ_{1}$	0.0638	2.51
$λ_{2}$	0.0346	4.18
$λ_{3}$	0.9572	91.89

Estimation Period:
Nov 22, 1996 to Apr 30, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts