V-Lab: DB HiTek Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DB HiTek Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.65% (-1.18%)

Analysis last updated: Wednesday, May 1, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7340	6.60
$α$	0.0883	8.83
$β$	0.8503	46.55
$γ_{1}$	0.0011	0.03
$γ_{2}$	0.0603	1.03
$γ_{3}$	-0.2053	-4.48
$γ_{4}$	0.2781	5.55
$γ_{5}$	-0.1921	-3.91
$γ_{6}$	0.0549	1.26
$γ_{7}$	0.0165	0.35
$γ_{8}$	-0.0263	-0.58
$γ_{9}$	0.0214	0.71

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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