V-Lab: FinTech Chain Ltd GJR-GARCH Volatility Analysis

V-Lab

FinTech Chain Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:202.70% (-17.50%)

Analysis last updated: Tuesday, May 20, 2025 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	8.44
$α$	0.0920	6.09
$β$	0.8213	46.93
$γ$	-0.0351	-1.74

Estimation Period:
Nov 27, 2012 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts