V-Lab: Daiyang Metal Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Daiyang Metal Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:176.75% (+7.86%)

Analysis last updated: Thursday, May 9, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6940	5.97
$α$	0.1253	8.81
$β$	0.7797	30.88
$γ_{1}$	0.0903	1.25
$γ_{2}$	-0.1864	-1.73
$γ_{3}$	0.0777	1.02
$γ_{4}$	0.1115	1.33
$γ_{5}$	-0.1649	-1.90
$γ_{6}$	0.1302	1.72
$γ_{7}$	-0.1541	-1.94
$γ_{8}$	0.2159	2.01
$γ_{9}$	-0.3041	-2.19
$γ_{10}$	0.6305	3.74

Estimation Period:
Apr 29, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts