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 Wednesday, October 15th, 2025:56.48% (-0.56%)

Analysis last updated: Wednesday, October 15, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8911	4.20
$α$	0.1659	5.73
$β$	0.6374	11.30
$γ_{1}$	-0.9253	-1.05
$γ_{2}$	1.2807	0.99
$γ_{3}$	-1.0240	-1.18
$γ_{4}$	2.3370	2.68
$γ_{5}$	-3.6511	-4.33
$γ_{6}$	3.4005	4.92
$γ_{7}$	-1.8678	-2.92
$γ_{8}$	0.4047	0.77

Estimation Period:
Jun 20, 2017 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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