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

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

Volatility Prediction for Tuesday, December 16th, 2025:45.23% (-2.92%)

Analysis last updated: Tuesday, December 16, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9047	4.29
$α$	0.1686	5.68
$β$	0.6273	10.93
$γ_{1}$	-0.8495	-1.01
$γ_{2}$	1.1424	0.93
$γ_{3}$	-0.8431	-1.01
$γ_{4}$	2.0878	2.46
$γ_{5}$	-3.5104	-4.27
$γ_{6}$	3.5616	5.20
$γ_{7}$	-2.3324	-4.08
$γ_{8}$	0.8584	1.96

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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