V-Lab: Dayou Automotive Seat Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dayou Automotive Seat Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:50.36% (+0.50%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3331	1.21
$α$	0.1072	6.39
$β$	0.8679	43.58
$γ_{1}$	-0.1633	-0.81
$γ_{2}$	0.3460	1.28
$γ_{3}$	-0.3071	-2.19
$γ_{4}$	0.1037	0.79
$γ_{5}$	0.0885	0.94
$γ_{6}$	-0.1737	-2.24
$γ_{7}$	0.1929	2.01
$γ_{8}$	-0.0731	-0.63
$γ_{9}$	-0.0479	-0.52

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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