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

V-Lab

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V-Lab

DB HiTek Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:35.57% (+0.64%)

Analysis last updated: Saturday, May 11, 2024 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7349	6.77
$α$	0.0879	8.74
$β$	0.8488	45.25
$γ_{1}$	-0.0020	-0.05
$γ_{2}$	0.0690	1.21
$γ_{3}$	-0.2182	-4.85
$γ_{4}$	0.2930	5.88
$γ_{5}$	-0.2062	-4.21
$γ_{6}$	0.0685	1.58
$γ_{7}$	-0.0012	-0.02
$γ_{8}$	0.0067	0.13
$γ_{9}$	-0.0615	-0.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts