V-Lab: Guangdong Dcenti Auto-Parts Stock Ltd Co Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Guangdong Dcenti Auto-Parts Stock Ltd Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:45.15% (-0.21%)

Analysis last updated: Wednesday, July 2, 2025 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9303	4.29
$α$	0.1778	5.57
$β$	0.5994	9.89
$γ_{1}$	-0.7568	-0.65
$γ_{2}$	0.7905	0.47
$γ_{3}$	-0.1126	-0.10
$γ_{4}$	0.0259	0.02
$γ_{5}$	1.6297	1.19
$γ_{6}$	-4.4186	-3.33
$γ_{7}$	5.3151	5.09
$γ_{8}$	-3.4184	-3.73
$γ_{9}$	0.9568	1.24

Estimation Period:
Jun 20, 2017 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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