Sinovac Biotech Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:18.60% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2434 | 17.43 | |
| 0.1642 | 16.76 | |
| 0.8210 | 150.29 | |
| 0.0296 | 1.69 |
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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