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 Monday, December 8th, 2025:71.95% (-1.37%)

Analysis last updated: Saturday, December 6, 2025 at 12:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1670	22.45
$β$	0.5889	28.24
$γ$	-0.0691	-6.81
$λ_{1}$	1.1283	0.89
$λ_{2}$	0.2072	1.30
$λ_{3}$	0.7494	3.59

Estimation Period:
Oct 7, 2010 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts