Suzhou Novoprotein Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
44.81%
decreased by 3.86%
1 Week
47.64%
decreased by 1.03%
1 Month
50.08%
increased by 1.41%
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 | |
|---|---|---|
| 2.1426 | 4.83 | |
| 0.1815 | 2.53 | |
| 0.5257 | 4.10 | |
| 3.5934 | 3.31 | |
| -5.0330 | -2.77 | |
| 2.5077 | 1.61 | |
| -1.5465 | -1.39 |
Estimation Period:
Sep 29, 2022 to May 15, 2026
Sep 29, 2022 to May 15, 2026
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