V-Lab: Dongyang Steel Pipe Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongyang Steel Pipe Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.15% (-2.20%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5956	5.07
$α$	0.1387	9.91
$β$	0.8056	41.18
$γ_{1}$	0.0038	0.10
$γ_{2}$	0.0252	0.46
$γ_{3}$	-0.1343	-3.55
$γ_{4}$	0.2016	5.24
$γ_{5}$	-0.1730	-4.39
$γ_{6}$	0.1605	3.30
$γ_{7}$	-0.1627	-3.02
$γ_{8}$	0.1163	2.95

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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