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 Monday, April 22nd, 2024:161.97% (-16.14%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3320	3.63
$α$	0.1418	7.08
$β$	0.8050	36.55
$γ_{1}$	-0.1913	-3.68
$γ_{2}$	0.2441	3.22
$γ_{3}$	-0.1572	-2.86
$γ_{4}$	0.2155	3.95
$γ_{5}$	-0.2062	-3.76
$γ_{6}$	0.1935	3.14
$γ_{7}$	-0.2322	-2.83
$γ_{8}$	0.3251	3.95
$γ_{9}$	-0.2953	-5.76

Estimation Period:
Jun 6, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts