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

V-Lab

Daqo New Energy Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:55.70% (-0.97%)

Analysis last updated: Wednesday, June 18, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6299	15.97
$α$	0.0896	13.82
$β$	0.9038	236.52
$γ$	-0.0349	-4.02

Estimation Period:
Oct 7, 2010 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts