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

V-Lab

| |

V-Lab

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

Volatility Prediction for Thursday, April 18th, 2024:26.25% (-1.07%)

Analysis last updated: Thursday, April 18, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5953	5.06
$α$	0.1387	9.91
$β$	0.8055	41.16
$γ_{1}$	0.0035	0.09
$γ_{2}$	0.0261	0.48
$γ_{3}$	-0.1356	-3.58
$γ_{4}$	0.2030	5.28
$γ_{5}$	-0.1744	-4.40
$γ_{6}$	0.1619	3.31
$γ_{7}$	-0.1639	-3.02
$γ_{8}$	0.1170	2.96

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Dongyang Steel Pipe Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH