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

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Daqo New Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:82.25% (-9.57%)

Analysis last updated: Tuesday, November 11, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1685	22.48
$β$	0.5837	27.64
$γ$	-0.0697	-6.80
$λ_{1}$	1.1416	0.88
$λ_{2}$	0.2114	1.28
$λ_{3}$	0.7450	3.46

Estimation Period:
Oct 7, 2010 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts