V-Lab: Dayou Plus Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dayou Plus Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:49.37% (0.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9735	2.12
$α$	0.1672	8.91
$β$	0.7300	24.84
$γ_{1}$	0.2903	3.03
$γ_{2}$	-0.3246	-2.65
$γ_{3}$	-0.0893	-1.85
$γ_{4}$	0.2295	5.54
$γ_{5}$	-0.1703	-3.71
$γ_{6}$	0.0636	1.35
$γ_{7}$	0.0031	0.06
$γ_{8}$	0.0743	1.17
$γ_{9}$	-0.1307	-2.31

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts