V-Lab: JinkoSolar Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

JinkoSolar Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:54.06% (+1.39%)

Analysis last updated: Friday, August 22, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8605	5.82
$α$	0.0707	5.50
$β$	0.8734	36.98
$γ_{1}$	-0.1667	-4.04
$γ_{2}$	0.2866	4.75
$γ_{3}$	-0.1891	-5.00
$γ_{4}$	0.0912	3.72

Estimation Period:
May 14, 2010 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts