V-Lab: Dongbang Transport Logistics Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dongbang Transport Logistics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:23.83% (-1.43%)

Analysis last updated: Thursday, May 16, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7475	7.36
$α$	0.1334	7.91
$β$	0.7984	35.15
$γ_{1}$	0.0286	1.08
$γ_{2}$	-0.0296	-0.74
$γ_{3}$	-0.0514	-1.58
$γ_{4}$	0.0709	1.95
$γ_{5}$	0.0081	0.22
$γ_{6}$	-0.0528	-1.37
$γ_{7}$	0.0771	1.67
$γ_{8}$	-0.1979	-2.05

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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