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

V-Lab

| |

V-Lab

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

Volatility Prediction for Thursday, April 18th, 2024:101.01% (-15.89%)

Analysis last updated: Thursday, April 18, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0866	5.04
$α$	0.1642	5.08
$β$	0.6517	10.99
$γ_{1}$	0.0165	0.04
$γ_{2}$	-0.4183	-0.60
$γ_{3}$	1.3414	2.72
$γ_{4}$	-2.1145	-4.14
$γ_{5}$	2.9567	4.96

Estimation Period:
Jun 20, 2017 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Guangdong Dcenti Auto-Parts Stock Ltd Co Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH