V-Lab
V-Lab

Dayou Automotive Seat Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:48.73% (-0.44%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dayou Automotive Seat Technology Co Ltd S0GARCH
paramt-stat
ω0.33111.22
α0.10756.38
β0.866843.00
γ1-0.1620-0.80
γ20.34471.28
γ3-0.3073-2.22
γ40.10360.81
γ50.08770.95
γ6-0.1705-2.22
γ70.18941.99
γ8-0.0722-0.63
γ9-0.0465-0.51
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts