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

V-Lab

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V-Lab

Daidong Electronics Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:154.50% (-17.83%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3057	3.70
$α$	0.1476	7.09
$β$	0.7881	33.97
$γ_{1}$	-0.2210	-4.38
$γ_{2}$	0.2908	4.01
$γ_{3}$	-0.1872	-3.64
$γ_{4}$	0.2402	4.67
$γ_{5}$	-0.2292	-4.39
$γ_{6}$	0.2180	3.63
$γ_{7}$	-0.2677	-3.25
$γ_{8}$	0.3972	4.20
$γ_{9}$	-0.4689	-3.06

Estimation Period:
Jun 6, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts