V-Lab: Duck Yang Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Duck Yang Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:53.02% (-2.31%)

Analysis last updated: Friday, May 3, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2469	7.01
$α$	0.1104	6.33
$β$	0.7963	22.78
$γ_{1}$	-0.1293	-2.20
$γ_{2}$	0.1446	1.55
$γ_{3}$	0.1032	1.39
$γ_{4}$	-0.2083	-2.75
$γ_{5}$	0.1183	1.54
$γ_{6}$	-0.0125	-0.16
$γ_{7}$	-0.0511	-0.55
$γ_{8}$	0.0454	0.56

Estimation Period:
Jun 23, 1997 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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