V-Lab
V-Lab

Guangdong Dcenti Auto-Parts Stock Ltd Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:56.67% (+6.23%)

Analysis last updated: Thursday, March 28, 2024 at 08:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Guangdong Dcenti Auto-Parts Stock Ltd Co S0GARCH
paramt-stat
ω1.05544.59
α0.16374.83
β0.60748.57
γ10.08830.05
γ2-0.5937-0.23
γ30.76310.40
γ4-0.5091-0.28
γ50.34270.19
γ62.22271.09
γ7-6.6229-3.26
γ87.53894.79
γ9-4.1690-3.77
Estimation Period:
Jun 20, 2017 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts