Daphne International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
47.75%
decreased by 2.91%
1 Week
52.12%
increased by 1.46%
1 Month
61.27%
increased by 10.61%
Analysis last updated: Friday, June 12, 2026 at 08:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6981 | 7.23 | |
| 0.1950 | 7.12 | |
| 0.7205 | 22.39 | |
| -0.0242 | -4.79 | |
| 0.0356 | 5.01 | |
| -0.0151 | -4.21 |
Estimation Period:
Nov 3, 1995 to Jun 5, 2026
Nov 3, 1995 to Jun 5, 2026
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