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

V-Lab

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V-Lab

Dayou Automotive Seat Technology Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:73.89% (-0.32%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3112	1.30
$α$	0.1262	7.84
$β$	0.8403	46.26
$γ_{1}$	-0.1826	-0.98
$γ_{2}$	0.3765	1.52
$γ_{3}$	-0.3254	-2.69
$γ_{4}$	0.1097	1.02
$γ_{5}$	0.0964	1.22
$γ_{6}$	-0.1932	-2.89
$γ_{7}$	0.2358	2.95
$γ_{8}$	-0.1732	-1.96
$γ_{9}$	0.1848	1.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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