V-Lab: DL Holdings Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

DL Holdings Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:42.53% (-0.57%)

Analysis last updated: Saturday, May 11, 2024 at 03:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0700	27.11
$β$	0.8237	117.21
$γ$	0.0493	12.69
$λ_{1}$	0.0731	4.51
$λ_{2}$	0.0527	4.87
$λ_{3}$	0.9398	75.55

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts