V-Lab: JinkoSolar Holding Co Ltd MF2-GARCH Volatility Analysis

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JinkoSolar Holding Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:65.84% (-1.56%)

Analysis last updated: Saturday, December 6, 2025 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0569	15.75
$β$	0.8784	162.06
$γ$	0.0187	3.11
$λ_{1}$	5.4100	1.23
$λ_{2}$	0.7570	1.35
$λ_{3}$	0.0000	0.00

Estimation Period:
May 14, 2010 to Dec 5, 2025

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Impact of return on volatility tomorrow

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Volatility Forecasts