V-Lab: Guangdong Dcenti Auto-Parts Stock Ltd Co MF2-GARCH Volatility Analysis

V-Lab

Guangdong Dcenti Auto-Parts Stock Ltd Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:49.26% (-3.54%)

Analysis last updated: Saturday, September 13, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.1756	21.44
$β$	0.6841	52.13
$γ$	-0.0501	-5.23
$λ_{1}$	3.4429	3.23
$λ_{2}$	0.5982	13.18
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 20, 2017 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Guangdong Dcenti Auto-Parts Stock Ltd Co Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T