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

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:23.71% (+0.62%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6230	1.18
$α$	0.0947	4.75
$β$	0.8771	31.29
$γ_{1}$	0.1654	0.19
$γ_{2}$	-0.4498	-0.41
$γ_{3}$	0.4476	0.86
$γ_{4}$	-0.5162	-0.86
$γ_{5}$	0.7619	1.32
$γ_{6}$	-0.4461	-0.79
$γ_{7}$	-0.1659	-0.23
$γ_{8}$	0.4443	0.66
$γ_{9}$	-0.6458	-0.96
$γ_{10}$	0.6618	1.35

Estimation Period:
Jun 2, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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