V-Lab
Dongyang Steel Pipe Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.95% (-0.96%)
Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5960 | 5.08 | |
| 0.1384 | 9.91 | |
| 0.8058 | 41.31 | |
| 0.0044 | 0.12 | |
| 0.0239 | 0.44 | |
| -0.1326 | -3.51 | |
| 0.2000 | 5.21 | |
| -0.1718 | -4.38 | |
| 0.1599 | 3.31 | |
| -0.1632 | -3.04 | |
| 0.1175 | 2.98 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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