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V-Lab

Differ Group Auto Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.35% (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 SGARCH
paramt-stat
ω1.12451.74
α0.47685.43
β0.451915.45
γ1-0.7777-0.77
γ20.23220.14
γ31.47231.40
γ4-1.8320-2.19
γ51.67202.14
γ6-0.5074-0.58
γ7-0.4929-0.37
γ8-0.4808-0.33
γ92.71562.13
γ10-12.5038-7.83
Estimation Period:
Dec 9, 2013 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts