V-Lab: Daqo New Energy Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Daqo New Energy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:69.35% (-2.13%)

Analysis last updated: Friday, May 3, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	28.6578	4.23
$α$	0.0456	25.16
$β$	0.9912	493.89
$ν$	5	6.38

Estimation Period:
Oct 7, 2010 to May 3, 2024