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 Thursday, May 16th, 2024:71.83% (-0.86%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3141	1.30
$α$	0.1247	7.74
$β$	0.8427	46.23
$γ_{1}$	-0.1802	-0.97
$γ_{2}$	0.3727	1.50
$γ_{3}$	-0.3234	-2.66
$γ_{4}$	0.1095	1.00
$γ_{5}$	0.0954	1.19
$γ_{6}$	-0.1927	-2.85
$γ_{7}$	0.2364	2.92
$γ_{8}$	-0.1714	-1.96
$γ_{9}$	0.1717	1.12

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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