V-Lab
V-Lab

Pan-Pacific Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:46.08% (-0.92%)

Analysis last updated: Thursday, March 28, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pan-Pacific Co Ltd S0GARCH
paramt-stat
ω0.70447.12
α0.12347.72
β0.785924.45
γ1-0.0939-1.98
γ20.01300.17
γ30.20123.52
γ4-0.1831-3.47
γ50.12022.56
γ6-0.1566-3.45
γ70.21484.13
γ8-0.1704-3.82
Estimation Period:
Dec 27, 1994 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts