V-Lab: Dongyang Express Corp MF2-GARCH Volatility Analysis

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V-Lab

Dongyang Express Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:8.07% (+0.12%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2689	26.06
$β$	0.5299	37.06
$γ$	-0.0370	-2.54
$λ_{1}$	0.0230	2.70
$λ_{2}$	0.0638	5.04
$λ_{3}$	0.9302	66.70

Estimation Period:
Jul 25, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts