V-Lab: Duck Yang Industry Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Duck Yang Industry Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:46.56% (-0.52%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.1273	20.76
$β$	0.7661	58.28
$γ$	-0.0089	-0.72
$λ_{1}$	0.0413	2.38
$λ_{2}$	0.0154	2.50
$λ_{3}$	0.9812	133.29

Estimation Period:
Jun 23, 1997 to May 14, 2024

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