V-Lab
V-Lab

Dayou Plus Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:52.50% (-0.01%)

Analysis last updated: Thursday, March 28, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dayou Plus Co Ltd S0GARCH
paramt-stat
ω0.97132.13
α0.16618.96
β0.730325.10
γ10.29083.03
γ2-0.3235-2.64
γ3-0.0925-1.91
γ40.23095.53
γ5-0.1689-3.67
γ60.06231.33
γ7-0.0013-0.03
γ80.08611.40
γ9-0.1420-2.58
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts