V-Lab: Daqo New Energy Corp GJR-GARCH Volatility Analysis

V-Lab

Daqo New Energy Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:65.48% (-1.55%)

Analysis last updated: Friday, August 22, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6996	16.21
$α$	0.0913	13.68
$β$	0.8999	226.84
$γ$	-0.0365	-4.10

Estimation Period:
Oct 7, 2010 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts