V-Lab
V-Lab

DB HiTek Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:35.15% (-0.23%)

Analysis last updated: Thursday, March 28, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DB HiTek Co Ltd S0GARCH
paramt-stat
ω0.73476.58
α0.08938.86
β0.849346.37
γ10.00050.01
γ20.06301.07
γ3-0.2093-4.52
γ40.27945.53
γ5-0.1884-3.78
γ60.04851.08
γ70.02200.46
γ8-0.0300-0.65
γ90.02340.78
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts