V-Lab: DL Construction Co Ltd AGARCH Volatility Analysis

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V-Lab

DL Construction Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, March 6th, 2024:29.56% (-0.43%)

Analysis last updated: Thursday, March 7, 2024 at 08:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2411	18.67
$α$	0.0822	39.51
$β$	0.9006	367.88
$γ$	0.3570	2.70

Estimation Period:
Jan 3, 1990 to Mar 1, 2024

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Volatility Forecasts