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

V-Lab

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V-Lab

Daqo New Energy Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:56.90% (-3.03%)

Analysis last updated: Tuesday, May 14, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8724	5.09
$α$	0.1166	5.05
$β$	0.7418	15.56
$γ_{1}$	-0.0293	-0.23
$γ_{2}$	-0.1329	-0.77
$γ_{3}$	0.3190	3.14
$γ_{4}$	-0.1075	-1.02
$γ_{5}$	-0.2497	-2.40
$γ_{6}$	0.3154	4.46

Estimation Period:
Oct 7, 2010 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts