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

V-Lab

Guangdong Dcenti Auto-Parts Stock Ltd Co EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:44.17% (-0.81%)

Analysis last updated: Wednesday, July 2, 2025 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2195	17.89
$α$	0.2936	26.98
$β$	0.9080	174.72
$γ$	0.0498	5.56

Estimation Period:
Jun 20, 2017 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH