V-Lab: Daidong Electronics Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daidong Electronics Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:104.42% (-8.83%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3324	3.57
$α$	0.1414	7.09
$β$	0.8067	36.98
$γ_{1}$	-0.1898	-3.61
$γ_{2}$	0.2419	3.16
$γ_{3}$	-0.1561	-2.81
$γ_{4}$	0.2153	3.91
$γ_{5}$	-0.2064	-3.72
$γ_{6}$	0.1933	3.12
$γ_{7}$	-0.2311	-2.80
$γ_{8}$	0.3244	3.89
$γ_{9}$	-0.2958	-5.66

Estimation Period:
Jun 6, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts