V-Lab: Dayou Automotive Seat Technology Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dayou Automotive Seat Technology Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:76.15% (+2.38%)

Analysis last updated: Saturday, May 11, 2024 at 03:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3133	1.30
$α$	0.1258	7.81
$β$	0.8412	46.33
$γ_{1}$	-0.1813	-0.98
$γ_{2}$	0.3743	1.51
$γ_{3}$	-0.3244	-2.68
$γ_{4}$	0.1103	1.02
$γ_{5}$	0.0951	1.19
$γ_{6}$	-0.1931	-2.87
$γ_{7}$	0.2381	2.95
$γ_{8}$	-0.1759	-2.00
$γ_{9}$	0.1853	1.12

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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