V-Lab: Shanghai Jiao Yun Co Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Shanghai Jiao Yun Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:47.13% (-2.66%)

Analysis last updated: Wednesday, May 1, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.1813	30.16
$β$	0.7660	142.75
$γ$	-0.0614	-8.72
$λ_{1}$	1.3987	1.14
$λ_{2}$	0.8068	1.14
$λ_{3}$	0.0000	0.00

Estimation Period:
Sep 28, 1993 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts