V-Lab: Pyung Hwa Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pyung Hwa Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.40% (-0.18%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7596	9.21
$α$	0.1514	8.26
$β$	0.7102	25.25
$γ_{1}$	-0.0426	-1.49
$γ_{2}$	0.0951	2.27
$γ_{3}$	-0.1263	-4.54
$γ_{4}$	0.1099	3.55
$γ_{5}$	-0.0513	-1.00
$γ_{6}$	-0.0366	-0.55
$γ_{7}$	0.1885	3.07
$γ_{8}$	-0.2196	-4.34
$γ_{9}$	0.0915	2.38

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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