V-Lab: Dunxin Financial Holdings Ltd AGARCH Volatility Analysis

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V-Lab

Dunxin Financial Holdings Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:62.17% (+2.62%)

Analysis last updated: Tuesday, May 14, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6259	14.86
$α$	0.2453	25.28
$β$	0.6646	50.05
$γ$	-1.2772	-5.05

Estimation Period:
Nov 23, 2010 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts