Suzhou Novoprotein MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
39.79%
decreased by 3.37%
1 Week
41.12%
decreased by 2.04%
1 Month
42.96%
decreased by 0.20%
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 | |
|---|---|---|
| 71 | ||
| 0.2459 | 15.23 | |
| 0.6586 | 24.61 | |
| -0.1774 | -9.74 | |
| 7.6807 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 29, 2022 to May 15, 2026
Sep 29, 2022 to May 15, 2026
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