AVI Polymers Ltd零斜率曲线-GARCH模型（波动性分析模型）
2026年5月21日 星期四的波动率预测
1天
4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
unchanged at 0.00%
1周
1,896,150,392,769,518,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
decreased by 2,343,770,781,026,051,300,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
1个月
925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
decreased by 3,314,694,520,482,988,300,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
更新于2026年5月21日星期四 UTC 19:11
新息冲击曲线
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over time参数估计
| 参数 | t统计量 | |
|---|---|---|
| 0.3550 | 3,550,440.00 | |
| 0.5236 | 5,235,870.00 | |
| 0.4665 | 4,664,820.00 | |
| -398.4317 | -3,984,317,000.00 | |
| 32.0815 | 320,814,600.00 | |
| 1,013.9190 | 10,139,190,000.00 | |
| -231.7860 | -2,317,860,000.00 | |
| -943.0562 | -9,430,562,000.00 | |
| 322.6893 | 3,226,893,000.00 | |
| 346.8294 | 3,468,294,000.00 | |
| -12.9755 | -129,755,100.00 | |
| -166.7214 | -1,667,214,000.00 | |
| -3.9961 | -39,960,770.00 |
估计样本:
2015年12月15日至2026年5月15日
2015年12月15日至2026年5月15日
国际股票的其他零斜率曲线-GARCH模型分析