V-Lab: Dayou Plus Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dayou Plus Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:61.46% (0.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0048	2.17
$α$	0.1726	9.09
$β$	0.7249	26.35
$γ_{1}$	0.2997	3.17
$γ_{2}$	-0.3357	-2.77
$γ_{3}$	-0.0907	-1.88
$γ_{4}$	0.2372	5.70
$γ_{5}$	-0.1778	-3.88
$γ_{6}$	0.0644	1.39
$γ_{7}$	0.0167	0.35
$γ_{8}$	0.0325	0.64
$γ_{9}$	-0.0238	-0.20

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts