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

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Daqo New Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:85.46% (-6.81%)

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
$ω$	0.8626	4.40
$α$	0.1291	5.24
$β$	0.6550	11.12
$γ_{1}$	0.0131	0.04
$γ_{2}$	-0.1612	-0.37
$γ_{3}$	0.0113	0.04
$γ_{4}$	0.4757	2.42
$γ_{5}$	-0.5128	-2.55
$γ_{6}$	0.3594	1.76
$γ_{7}$	-0.6483	-3.91
$γ_{8}$	0.9624	6.70
$γ_{9}$	-0.6933	-6.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts