Suzhou Novoprotein GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.79%
decreased by 3.92%
1 Week
43.28%
decreased by 3.43%
1 Month
44.22%
decreased by 2.49%
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 | |
|---|---|---|
| 0.9808 | 8.60 | |
| 0.2267 | 7.99 | |
| 0.7260 | 41.74 | |
| -0.1493 | -4.40 |
Estimation Period:
Sep 29, 2022 to May 15, 2026
Sep 29, 2022 to May 15, 2026
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