V-Lab: Daidong Electronics Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daidong Electronics Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:177.39% (-17.59%)

Analysis last updated: Friday, April 19, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3399	3.46
$α$	0.1377	7.01
$β$	0.8145	38.40
$γ_{1}$	-0.1876	-3.47
$γ_{2}$	0.2397	3.05
$γ_{3}$	-0.1571	-2.78
$γ_{4}$	0.2165	3.87
$γ_{5}$	-0.2060	-3.68
$γ_{6}$	0.1914	3.08
$γ_{7}$	-0.2264	-2.73
$γ_{8}$	0.3100	3.71
$γ_{9}$	-0.2771	-5.23

Estimation Period:
Jun 6, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts