V-Lab: Daiyang Metal Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Daiyang Metal Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:99.23% (-1.06%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6642	5.50
$α$	0.1264	8.79
$β$	0.7782	30.26
$γ_{1}$	0.0670	0.89
$γ_{2}$	-0.1547	-1.40
$γ_{3}$	0.0660	0.86
$γ_{4}$	0.1160	1.38
$γ_{5}$	-0.1659	-1.91
$γ_{6}$	0.1291	1.71
$γ_{7}$	-0.1508	-1.91
$γ_{8}$	0.2079	1.95
$γ_{9}$	-0.2847	-2.06
$γ_{10}$	0.5692	3.36

Estimation Period:
Apr 29, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts