V-Lab: SUN&L Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

SUN&L Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:41.69% (-0.42%)

Analysis last updated: Saturday, May 11, 2024 at 03:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.1303	23.74
$β$	0.7555	51.60
$γ$	0.0110	1.08
$λ_{1}$	0.3432	1.35
$λ_{2}$	0.1392	1.18
$λ_{3}$	0.8179	5.40

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts