V-Lab
Dongyang Steel Pipe Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:22.80% (-1.08%)
Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5861 | 5.09 | |
| 0.1395 | 9.72 | |
| 0.8019 | 39.54 | |
| -0.0009 | -0.02 | |
| 0.0339 | 0.63 | |
| -0.1419 | -3.83 | |
| 0.2072 | 5.48 | |
| -0.1733 | -4.42 | |
| 0.1508 | 3.00 | |
| -0.1342 | -2.14 | |
| 0.0394 | 0.52 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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