V-Lab: Dongyang Engineering & Construction Corp Spline-GARCH Volatility Analysis

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V-Lab

Dongyang Engineering & Construction Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2014:862.22% (-20.91%)

Analysis last updated: Friday, January 29, 2016 at 02:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5438	3.48
$α$	0.0823	7.63
$β$	0.9102	74.39
$γ_{1}$	-0.1809	-1.19
$γ_{2}$	0.2761	1.18
$γ_{3}$	-0.1489	-0.90
$γ_{4}$	-0.0270	-0.19
$γ_{5}$	0.1820	1.27
$γ_{6}$	-0.1284	-0.57
$γ_{7}$	-0.2752	-0.46
$γ_{8}$	1.7419	1.04

Estimation Period:
Jan 3, 1990 to Apr 24, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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