V-Lab: Shunfa Hengye Corp Asy. MEM Volatility Analysis

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V-Lab

Shunfa Hengye Corp Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.61% (+1.21%)

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
$ω$	0.3477	28.77
$α$	0.2582	40.16
$β$	0.7056	174.70
$γ$	-0.0018	-0.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts