V-Lab: Daqo New Energy Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Daqo New Energy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:71.38% (-1.64%)

Analysis last updated: Thursday, May 2, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	28.4923	4.26
$α$	0.0460	25.34
$β$	0.9913	498.12
$ν$	5	6.37

Estimation Period:
Oct 7, 2010 to Apr 26, 2024