V-Lab: Duck Yang Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Duck Yang Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:95.23% (+1.43%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2501	7.01
$α$	0.1102	6.35
$β$	0.7978	23.01
$γ_{1}$	-0.1285	-2.18
$γ_{2}$	0.1428	1.52
$γ_{3}$	0.1053	1.41
$γ_{4}$	-0.2099	-2.75
$γ_{5}$	0.1190	1.54
$γ_{6}$	-0.0125	-0.16
$γ_{7}$	-0.0509	-0.55
$γ_{8}$	0.0449	0.56

Estimation Period:
Jun 23, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Duck Yang Industry Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH