V-Lab: Daqo New Energy Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Daqo New Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:100.57% (-1.76%)

Analysis last updated: Friday, July 25, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8716	4.11
$α$	0.1274	5.24
$β$	0.6864	12.84
$γ_{1}$	0.0315	0.09
$γ_{2}$	-0.1831	-0.38
$γ_{3}$	0.0000	0.00
$γ_{4}$	0.4996	2.30
$γ_{5}$	-0.5377	-2.39
$γ_{6}$	0.4323	2.01
$γ_{7}$	-0.7550	-4.28
$γ_{8}$	0.9879	5.84
$γ_{9}$	-0.6370	-4.54

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts