Sinovac Biotech Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:3.70% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1253 | 20.85 | |
| 0.4045 | 44.67 | |
| 0.9665 | 539.06 | |
| -0.0129 | -1.83 |
Estimation Period:
Sep 29, 2003 to Aug 2, 2019
Sep 29, 2003 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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