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

V-Lab

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V-Lab

DB HiTek Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:36.46% (+3.60%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7335	6.74
$α$	0.0881	8.75
$β$	0.8486	45.28
$γ_{1}$	-0.0020	-0.05
$γ_{2}$	0.0687	1.20
$γ_{3}$	-0.2179	-4.84
$γ_{4}$	0.2927	5.88
$γ_{5}$	-0.2060	-4.21
$γ_{6}$	0.0684	1.57
$γ_{7}$	-0.0009	-0.02
$γ_{8}$	0.0059	0.12
$γ_{9}$	-0.0586	-0.94

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

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Volatility Forecasts

Volatility Forecasts