V-Lab: Dunxin Financial Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

Dunxin Financial Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:69.61% (-1.33%)

Analysis last updated: Wednesday, May 8, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.3513	18.45
$β$	0.4263	11.56
$γ$	-0.2176	-8.87
$λ_{1}$	7.7960	0.90
$λ_{2}$	0.5042	0.81
$λ_{3}$	0.2942	0.35

Estimation Period:
Nov 23, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts