V-Lab: Beijing Dahao Technology Corp Ltd MF2-GARCH Volatility Analysis

V-Lab

Beijing Dahao Technology Corp Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:26.52% (-1.36%)

Analysis last updated: Thursday, July 31, 2025 at 01:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1812	21.46
$β$	0.4063	15.19
$γ$	-0.0147	-1.29
$λ_{1}$	3.5314	1.48
$λ_{2}$	0.5379	2.54
$λ_{3}$	0.0000	0.00

Estimation Period:
Apr 22, 2015 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Beijing Dahao Technology Corp Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T