Sinovac Biotech Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:23.26% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2761 | 25.98 | |
| 0.6447 | 80.48 | |
| 0.0208 | 1.11 | |
| 0.0260 | 3.22 | |
| 0.0322 | 12.35 | |
| 0.9678 | 341.97 |
Estimation Period:
Sep 29, 2003 to Aug 5, 2019
Sep 29, 2003 to Aug 5, 2019
News Impact Curve
Volatility Forecasts
Other Sinovac Biotech Ltd Analyses
Other MF2-GARCH Analyses on Equities