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

V-Lab

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V-Lab

Shunfa Hengye Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:50.49% (-3.95%)

Analysis last updated: Wednesday, May 1, 2024 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4690	7.71
$α$	0.1414	9.30
$β$	0.7737	34.51
$γ_{1}$	0.0324	4.15
$γ_{2}$	-0.0575	-4.91
$γ_{3}$	0.0521	4.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts