V-Lab
V-Lab

Duck Yang Industry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:84.00% (-2.06%)

Analysis last updated: Wednesday, May 1, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Duck Yang Industry Co Ltd SGARCH
paramt-stat
ω1.26716.75
α0.11566.04
β0.780719.74
γ1-0.1153-1.45
γ20.07110.55
γ30.22141.94
γ4-0.2756-2.46
γ50.13701.45
γ6-0.0837-0.87
γ70.13721.24
γ8-0.2601-2.06
γ90.48632.91
Estimation Period:
Jun 23, 1997 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts