Sinovac Biotech Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:12.68% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1304 | 14.61 | |
| 0.2738 | 34.76 | |
| 0.7924 | 186.70 | |
| 0.0522 | 0.64 |
Estimation Period:
Sep 29, 2003 to Aug 2, 2019
Sep 29, 2003 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
Other Sinovac Biotech Ltd Analyses
Other AGARCH Analyses on Equities