V-Lab: Guangdong DaHuaNong Animal Health Products Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Guangdong DaHuaNong Animal Health Products Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 19th, 2015:99.20% (+6.48%)

Analysis last updated: Friday, January 29, 2016 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5318	4.36
$α$	0.0781	3.17
$β$	0.7834	9.72
$γ_{1}$	-2.1251	-0.80
$γ_{2}$	1.0849	0.25
$γ_{3}$	4.0660	1.28
$γ_{4}$	-3.8080	-1.38
$γ_{5}$	-2.9933	-0.99
$γ_{6}$	10.8570	4.04
$γ_{7}$	-11.2954	-6.57

Estimation Period:
Mar 8, 2011 to Oct 16, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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