V-Lab
V-Lab

Pyung Hwa Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:39.53% (-1.00%)

Analysis last updated: Thursday, March 28, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pyung Hwa Holdings Co Ltd S0GARCH
paramt-stat
ω0.76459.35
α0.15578.34
β0.700024.36
γ1-0.0412-1.44
γ20.09362.25
γ3-0.1261-4.53
γ40.10863.45
γ5-0.0484-0.93
γ6-0.0404-0.60
γ70.19033.11
γ8-0.2151-4.26
γ90.08442.17
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts