V-Lab: Daiyang Metal Co Ltd AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Daiyang Metal Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:53.19% (-1.97%)

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
$ω$	1.1865	17.87
$α$	0.1263	38.73
$β$	0.8140	172.25
$γ$	0.2477	2.03

Estimation Period:
Apr 29, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts