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V-Lab

Differ Group Auto Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:69.53% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Differ Group Auto Ltd S0GARCH
paramt-stat
ω0.65294.93
α0.28905.36
β0.46496.38
γ1-0.8505-0.90
γ20.40230.27
γ31.20891.26
γ4-1.5310-2.16
γ51.41502.28
γ6-0.0628-0.09
γ7-1.5599-1.43
γ81.60101.27
γ9-1.3117-1.27
γ100.98951.56
Estimation Period:
Dec 9, 2013 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts