Suzhou Novoprotein GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
35.63%
increased by 1.06%
1 Week
37.84%
increased by 3.27%
1 Month
41.71%
increased by 7.14%
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 | |
|---|---|---|
| 1.0032 | 8.75 | |
| 0.2284 | 8.07 | |
| 0.7215 | 41.07 | |
| -0.1529 | -4.54 |
Estimation Period:
Sep 29, 2022 to Jun 5, 2026
Sep 29, 2022 to Jun 5, 2026
Other Suzhou Novoprotein Analyses
Other GJR-GARCH Analyses on International Equities