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

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V-Lab

Duck Yang Industry Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:69.84% (-0.37%)

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
$ω$	1.2711	6.77
$α$	0.1159	6.04
$β$	0.7796	19.58
$γ_{1}$	-0.1144	-1.45
$γ_{2}$	0.0702	0.54
$γ_{3}$	0.2216	1.95
$γ_{4}$	-0.2767	-2.47
$γ_{5}$	0.1381	1.46
$γ_{6}$	-0.0825	-0.86
$γ_{7}$	0.1320	1.19
$γ_{8}$	-0.2499	-1.96
$γ_{9}$	0.4625	2.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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