V-Lab: DN Automotive Corp MF2-GARCH Volatility Analysis

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V-Lab

DN Automotive Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.85% (-0.05%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1440	20.02
$β$	0.5640	25.39
$γ$	-0.0122	-1.29
$λ_{1}$	0.0850	1.69
$λ_{2}$	0.0406	2.15
$λ_{3}$	0.9433	36.95

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts