V-Lab
V-Lab

Dongyang Engineering & Construction Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 25th, 2014:690.83% (-22.28%)

Analysis last updated: Friday, January 29, 2016 at 04:03 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dongyang Engineering & Construction Corp S0GARCH
paramt-stat
ω0.50854.27
α0.08306.69
β0.893647.52
γ1-0.0805-0.60
γ20.09280.47
γ30.04460.34
γ4-0.2358-1.34
γ50.28051.08
γ6-0.0595-0.22
γ7-0.2592-1.21
γ80.76962.64
γ9-0.9212-3.00
Estimation Period:
Jan 3, 1990 to Apr 24, 2014
Impact of return on volatility tomorrow
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