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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, October 19th, 2015:87.39% (+5.46%)

Analysis last updated: Friday, January 29, 2016 at 03:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5112	4.11
$α$	0.0564	2.41
$β$	0.7652	5.89
$γ_{1}$	-1.1402	-0.28
$γ_{2}$	-2.1568	-0.34
$γ_{3}$	8.0092	1.95
$γ_{4}$	-6.3951	-1.87
$γ_{5}$	2.3760	0.74
$γ_{6}$	-5.8018	-1.68
$γ_{7}$	16.5868	4.18
$γ_{8}$	-22.3577	-4.48

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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