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 Tuesday, May 6th, 2025:38.29% (-0.35%)

Analysis last updated: Sunday, May 4, 2025 at 01:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1855	22.39
$β$	0.4004	14.91
$γ$	-0.0158	-1.39
$λ_{1}$	3.8821	1.47
$λ_{2}$	0.5049	2.17
$λ_{3}$	0.0000	0.00

Estimation Period:
Apr 22, 2015 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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