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 Tuesday, July 1st, 2025:43.15% (-0.84%)

Analysis last updated: Wednesday, July 2, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.1755	21.21
$β$	0.6905	53.90
$γ$	-0.0490	-5.10
$λ_{1}$	3.3717	3.42
$λ_{2}$	0.6168	14.82
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 20, 2017 to Jun 27, 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