V-Lab
V-Lab

Pang Rim Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:54.39% (-3.42%)

Analysis last updated: Thursday, March 28, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pang Rim Co Ltd S0GARCH
paramt-stat
ω0.86616.75
α0.17177.11
β0.761422.81
γ1-0.0029-0.08
γ20.04820.85
γ3-0.1343-3.02
γ40.13512.91
γ5-0.0889-1.86
γ60.07791.53
γ7-0.0526-0.99
γ80.11942.06
γ9-0.1831-3.43
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts