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 Monday, September 15th, 2025:51.37% (-3.55%)

Analysis last updated: Saturday, September 13, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8974	4.14
$α$	0.1631	5.66
$β$	0.6498	11.58
$γ_{1}$	-0.9314	-1.02
$γ_{2}$	1.3023	0.98
$γ_{3}$	-1.0787	-1.21
$γ_{4}$	2.4139	2.71
$γ_{5}$	-3.6808	-4.25
$γ_{6}$	3.3510	4.69
$γ_{7}$	-1.8243	-2.70
$γ_{8}$	0.4234	0.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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