V-Lab: DB HiTek Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DB HiTek Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:41.66% (-0.21%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7371	6.68
$α$	0.0889	8.83
$β$	0.8489	46.03
$γ_{1}$	0.0005	0.01
$γ_{2}$	0.0629	1.08
$γ_{3}$	-0.2094	-4.60
$γ_{4}$	0.2805	5.63
$γ_{5}$	-0.1910	-3.90
$γ_{6}$	0.0520	1.19
$γ_{7}$	0.0182	0.39
$γ_{8}$	-0.0254	-0.56
$γ_{9}$	0.0193	0.65

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts