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

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V-Lab

Daidong Electronics Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:62.35% (-4.43%)

Analysis last updated: Thursday, May 9, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3074	3.78
$α$	0.1478	7.08
$β$	0.7865	33.61
$γ_{1}$	-0.2191	-4.42
$γ_{2}$	0.2887	4.03
$γ_{3}$	-0.1864	-3.65
$γ_{4}$	0.2389	4.66
$γ_{5}$	-0.2278	-4.37
$γ_{6}$	0.2163	3.62
$γ_{7}$	-0.2656	-3.23
$γ_{8}$	0.3969	4.18
$γ_{9}$	-0.4768	-3.05

Estimation Period:
Jun 6, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts