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 Monday, December 8th, 2025:72.65% (-1.60%)

Analysis last updated: Saturday, December 6, 2025 at 12:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8629	4.43
$α$	0.1289	5.24
$β$	0.6553	11.16
$γ_{1}$	0.0128	0.04
$γ_{2}$	-0.1622	-0.38
$γ_{3}$	0.0189	0.07
$γ_{4}$	0.4635	2.39
$γ_{5}$	-0.4988	-2.52
$γ_{6}$	0.3315	1.63
$γ_{7}$	-0.6058	-3.64
$γ_{8}$	0.9308	6.59
$γ_{9}$	-0.6841	-6.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts