V-Lab: Shunfa Hengye Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shunfa Hengye Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:48.09% (-4.90%)

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
$ω$	1.7600	5.27
$α$	0.1523	9.25
$β$	0.7216	24.33
$γ_{1}$	0.2669	2.26
$γ_{2}$	-0.4217	-2.41
$γ_{3}$	0.4353	3.84
$γ_{4}$	-0.5318	-4.89
$γ_{5}$	0.3251	3.16
$γ_{6}$	-0.0408	-0.37
$γ_{7}$	-0.1614	-1.10
$γ_{8}$	0.2368	1.33
$γ_{9}$	-0.0897	-0.55
$γ_{10}$	-0.0467	-0.46

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

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Volatility Forecasts

Volatility Forecasts