Daphne International Holdings Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
36.33%
increased by 0.41%
1 Week
42.26%
increased by 6.34%
1 Month
49.64%
increased by 13.72%
Analysis last updated: Thursday, May 21, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1919 | 21.97 | |
| 0.3914 | 16.36 | |
| 0.0492 | 3.00 | |
| 5.7413 | 0.87 | |
| 0.6161 | 0.85 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 3, 1995 to May 15, 2026
Nov 3, 1995 to May 15, 2026
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