V-Lab: Duck Yang Industry Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Duck Yang Industry Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:59.56% (-2.68%)

Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.1264	20.74
$β$	0.7678	58.52
$γ$	-0.0090	-0.74
$λ_{1}$	0.0407	2.38
$λ_{2}$	0.0154	2.51
$λ_{3}$	0.9812	133.64

Estimation Period:
Jun 23, 1997 to Apr 30, 2024

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