V-Lab: Dongyang Steel Pipe Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dongyang Steel Pipe Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.55% (-0.71%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5880	5.13
$α$	0.1401	9.74
$β$	0.8008	39.33
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0323	0.61
$γ_{3}$	-0.1403	-3.80
$γ_{4}$	0.2056	5.46
$γ_{5}$	-0.1717	-4.41
$γ_{6}$	0.1492	2.98
$γ_{7}$	-0.1321	-2.11
$γ_{8}$	0.0322	0.43

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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