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, August 25th, 2025:65.86% (-0.84%)

Analysis last updated: Friday, August 22, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8715	4.22
$α$	0.1296	5.27
$β$	0.6731	12.19
$γ_{1}$	0.0251	0.08
$γ_{2}$	-0.1742	-0.37
$γ_{3}$	-0.0004	-0.00
$γ_{4}$	0.4976	2.37
$γ_{5}$	-0.5351	-2.46
$γ_{6}$	0.4139	1.96
$γ_{7}$	-0.7207	-4.19
$γ_{8}$	0.9583	6.00
$γ_{9}$	-0.6210	-4.72

Estimation Period:
Oct 7, 2010 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts