V-Lab: Daqo New Energy Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Daqo New Energy Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:62.86% (+3.36%)

Analysis last updated: Friday, May 10, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1876	8.71
$α$	0.1809	44.31
$β$	0.7991	178.36
$γ$	-0.0782	-7.97
$δ$	1.0222	16.17

Estimation Period:
Oct 7, 2010 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts