Daphne International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.46%
increased by 0.22%
1 Week
48.26%
increased by 6.02%
1 Month
59.74%
increased by 17.50%
Analysis last updated: Thursday, May 21, 2026 at 07:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6946 | 7.26 | |
| 0.1960 | 7.10 | |
| 0.7180 | 22.09 | |
| -0.0245 | -4.85 | |
| 0.0361 | 5.08 | |
| -0.0155 | -4.29 |
Estimation Period:
Nov 3, 1995 to May 15, 2026
Nov 3, 1995 to May 15, 2026
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