V-Lab
V-Lab

Dayou Automotive Seat Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:60.29% (-2.09%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dayou Automotive Seat Technology Co Ltd S0GARCH
paramt-stat
ω0.32601.22
α0.10816.56
β0.865343.91
γ1-0.1654-0.81
γ20.35021.29
γ3-0.3093-2.22
γ40.10160.79
γ50.09050.99
γ6-0.1689-2.23
γ70.17961.95
γ8-0.0557-0.51
γ9-0.0601-0.68
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts