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

V-Lab

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V-Lab

Dayou Plus Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:56.01% (0.00%)

Analysis last updated: Sunday, May 19, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0067	2.16
$α$	0.1708	9.05
$β$	0.7280	25.93
$γ_{1}$	0.3002	3.17
$γ_{2}$	-0.3369	-2.78
$γ_{3}$	-0.0894	-1.85
$γ_{4}$	0.2371	5.71
$γ_{5}$	-0.1793	-3.91
$γ_{6}$	0.0672	1.45
$γ_{7}$	0.0124	0.26
$γ_{8}$	0.0424	0.86
$γ_{9}$	-0.0560	-0.54

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts