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 Friday, June 20th, 2025:56.27% (+1.39%)

Analysis last updated: Wednesday, June 18, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8556	5.80
$α$	0.0715	5.49
$β$	0.8712	35.95
$γ_{1}$	-0.1695	-3.98
$γ_{2}$	0.2880	4.63
$γ_{3}$	-0.1816	-4.64
$γ_{4}$	0.0809	3.19

Estimation Period:
May 14, 2010 to Jun 18, 2025

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Volatility Forecasts

Volatility Forecasts