V-Lab: Daqo New Energy Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Daqo New Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:62.57% (-3.00%)

Analysis last updated: Tuesday, May 14, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1548	20.41
$β$	0.6446	37.81
$γ$	-0.0475	-4.84
$λ_{1}$	0.2001	1.70
$λ_{2}$	0.0439	2.97
$λ_{3}$	0.9483	54.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts