Suzhou Novoprotein MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
36.17%
increased by 0.96%
1 Week
38.72%
increased by 3.51%
1 Month
41.94%
increased by 6.73%
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 | |
|---|---|---|
| 71 | ||
| 0.2489 | 15.02 | |
| 0.6480 | 24.22 | |
| -0.1832 | -10.04 | |
| 7.5522 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 29, 2022 to Jun 5, 2026
Sep 29, 2022 to Jun 5, 2026
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