Sinovac Biotech Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:18.65% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2486 | 18.80 | |
| 0.1815 | 25.03 | |
| 0.8185 | 151.24 |
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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