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{name} Model Equation

How returns affect tomorrow's volatility

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Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	2.6216	2.87***
αARCH	0.1711	1.40
βGARCH	0.1350	0.58

γ₁	2.4632	2.96***
γ₂	-2.5703	-2.64***

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6216	2.87***
α ARCH Response to squared shocks	0.1711	1.40
β GARCH Volatility persistence	0.1350	0.58

γ₁	2.4632	2.96***
γ₂	-2.5703	-2.64***

V-Lab

ZJK Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ZJK Industrial Co Ltd Analyses