Suzhou Novoprotein GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
45.97%
increased by 3.27%
1 Week
46.20%
increased by 3.50%
1 Month
46.86%
increased by 4.16%
Analysis last updated: Friday, June 12, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 9.2823 | 4.99 | |
| 0.1018 | 16.25 | |
| 0.9507 | 89.41 | |
| 3.9528 | 6.04 |
Estimation Period:
Sep 29, 2022 to Jun 5, 2026
Sep 29, 2022 to Jun 5, 2026
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