Sinovac Biotech Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:32.90% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5572 | 2.33 | |
| 0.2932 | 7.85 | |
| 0.6401 | 20.48 | |
| 0.0402 | 0.17 | |
| -0.0039 | -0.01 | |
| -0.2374 | -1.10 | |
| 0.4795 | 2.48 | |
| -0.6991 | -3.81 | |
| 0.8199 | 3.85 | |
| -0.2832 | -0.96 |
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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