V-Lab: Dunxin Financial Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dunxin Financial Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:94.19% (-1.50%)

Analysis last updated: Wednesday, May 15, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8038	5.40
$α$	0.2118	5.82
$β$	0.6214	9.56
$γ_{1}$	-0.0081	-0.02
$γ_{2}$	-0.2775	-0.42
$γ_{3}$	1.0702	1.75
$γ_{4}$	-1.6604	-2.32
$γ_{5}$	1.4981	2.91
$γ_{6}$	-0.7821	-2.41
$γ_{7}$	-0.1965	-0.55
$γ_{8}$	0.8089	2.44
$γ_{9}$	-0.6466	-2.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts