V-Lab: Beijing Dahao Technology Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Beijing Dahao Technology Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 6th, 2025:32.75% (-0.36%)

Analysis last updated: Sunday, May 4, 2025 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9074	8.87
$α$	0.1896	5.91
$β$	0.5621	8.19
$γ_{1}$	0.5983	2.57
$γ_{2}$	-0.6093	-1.71
$γ_{3}$	0.3840	1.48
$γ_{4}$	-0.9112	-3.65
$γ_{5}$	0.8516	3.34
$γ_{6}$	-0.3752	-1.86

Estimation Period:
Apr 22, 2015 to May 2, 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
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH