V-Lab: Daidong Electronics Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daidong Electronics Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:113.41% (-3.82%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3354	3.69
$α$	0.1412	7.06
$β$	0.8052	36.39
$γ_{1}$	-0.1864	-3.64
$γ_{2}$	0.2371	3.17
$γ_{3}$	-0.1540	-2.82
$γ_{4}$	0.2137	3.93
$γ_{5}$	-0.2050	-3.74
$γ_{6}$	0.1917	3.13
$γ_{7}$	-0.2292	-2.80
$γ_{8}$	0.3222	3.90
$γ_{9}$	-0.2947	-5.70

Estimation Period:
Jun 6, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts