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 Thursday, May 16th, 2024:32.61% (-0.97%)

Analysis last updated: Thursday, May 16, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7515	5.24
$α$	0.1527	9.26
$β$	0.7205	24.22
$γ_{1}$	0.2628	2.23
$γ_{2}$	-0.4158	-2.39
$γ_{3}$	0.4329	3.84
$γ_{4}$	-0.5322	-4.92
$γ_{5}$	0.3288	3.21
$γ_{6}$	-0.0457	-0.42
$γ_{7}$	-0.1584	-1.09
$γ_{8}$	0.2390	1.35
$γ_{9}$	-0.0968	-0.59
$γ_{10}$	-0.0404	-0.39

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

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Volatility Forecasts

Volatility Forecasts