Suzhou Novoprotein GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
48.83%
decreased by 5.47%
1 Week
48.91%
decreased by 5.39%
1 Month
49.15%
decreased by 5.15%
Analysis last updated: Thursday, May 21, 2026 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 9.8231 | 4.88 | |
| 0.1047 | 17.52 | |
| 0.9549 | 96.96 | |
| 3.9402 | 6.63 |
Estimation Period:
Sep 29, 2022 to May 15, 2026
Sep 29, 2022 to May 15, 2026
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