V-Lab
V-Lab

Dongbang Transport Logistics Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:37.95% (-3.41%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongbang Transport Logistics Co Ltd SGARCH
paramt-stat
ω0.75087.34
α0.13217.89
β0.801235.44
γ10.02951.11
γ2-0.0307-0.76
γ3-0.0512-1.56
γ40.07041.92
γ50.00880.24
γ6-0.0532-1.36
γ70.07681.65
γ8-0.1931-1.98
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts