AVI Polymers Ltd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

时间范围:

从

至

6月 ·

1年 ·

2年 ·

5年 ·

10年 ·

全部

新息冲击曲线

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

参数估计

	参数	t统计量
$ω$	11.2374	112,373,600.00
$α$	0.5317	5,317,160.00
$β$	0.4678	4,677,860.00
$γ_{1}$	35.3248	353,248,300.00
$γ_{2}$	-560.4192	-5,604,192,000.00
$γ_{3}$	1,555.6120	15,556,120,000.00
$γ_{4}$	-1,702.5470	-17,025,470,000.00
$γ_{5}$	850.7571	8,507,571,000.00
$γ_{6}$	-234.9024	-2,349,024,000.00
$γ_{7}$	50.3667	503,667,000.00
$γ_{8}$	78.7951	787,951,000.00

估计样本:
2015年12月15日至2026年5月15日

V-Lab

AVI Polymers Ltd曲线-GARCH模型（波动性分析模型）

时间范围:

新息冲击曲线

Volatility Forecast

参数估计

AVI Polymers Ltd其他分析