V-Lab: Dayou Automotive Seat Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dayou Automotive Seat Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:49.71% (+1.45%)

Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3332	1.22
$α$	0.1075	6.35
$β$	0.8673	43.03
$γ_{1}$	-0.1619	-0.80
$γ_{2}$	0.3444	1.28
$γ_{3}$	-0.3069	-2.21
$γ_{4}$	0.1034	0.80
$γ_{5}$	0.0880	0.94
$γ_{6}$	-0.1713	-2.22
$γ_{7}$	0.1906	1.99
$γ_{8}$	-0.0734	-0.64
$γ_{9}$	-0.0457	-0.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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