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

V-Lab

Daqo New Energy Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:105.26% (-1.01%)

Analysis last updated: Friday, July 25, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6744	16.12
$α$	0.0910	13.73
$β$	0.9021	232.98
$γ$	-0.0376	-4.27

Estimation Period:
Oct 7, 2010 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts