V-Lab: Daiyang Metal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daiyang Metal Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:56.21% (-2.04%)

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
$ω$	0.5942	6.94
$α$	0.1229	9.06
$β$	0.8143	39.63
$γ_{1}$	-0.0378	-3.46
$γ_{2}$	0.0554	3.30
$γ_{3}$	-0.0295	-2.17
$γ_{4}$	0.0161	1.41

Estimation Period:
Apr 29, 1994 to Apr 19, 2024

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