Suzhou Novoprotein Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
41.25%
increased by 2.33%
1 Week
42.70%
increased by 3.78%
1 Month
45.24%
increased by 6.32%
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 | |
|---|---|---|
| 0.9672 | 5.63 | |
| 0.1728 | 3.36 | |
| 0.6938 | 8.73 | |
| -0.0104 | -0.33 |
Estimation Period:
Sep 29, 2022 to Jun 5, 2026
Sep 29, 2022 to Jun 5, 2026
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