V-Lab: Daqo New Energy Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daqo New Energy Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:63.49% (-5.68%)

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
$ω$	0.8529	6.82
$α$	0.1038	4.98
$β$	0.8003	20.69
$γ_{1}$	-0.0928	-3.54
$γ_{2}$	0.1737	4.43
$γ_{3}$	-0.2145	-5.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts