V-Lab: DB HiTek Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

DB HiTek Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:40.28% (+3.22%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7345	6.62
$α$	0.0883	8.83
$β$	0.8501	46.49
$γ_{1}$	0.0012	0.03
$γ_{2}$	0.0602	1.03
$γ_{3}$	-0.2054	-4.48
$γ_{4}$	0.2783	5.56
$γ_{5}$	-0.1923	-3.92
$γ_{6}$	0.0552	1.26
$γ_{7}$	0.0162	0.35
$γ_{8}$	-0.0258	-0.57
$γ_{9}$	0.0208	0.69

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

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Volatility Forecasts

Volatility Forecasts