V-Lab
V-Lab

Pyung Hwa Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:21.01% (-0.01%)

Analysis last updated: Thursday, March 28, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pyung Hwa Industrial Co Ltd S0GARCH
paramt-stat
ω0.61311.21
α0.09414.56
β0.875129.52
γ10.18760.22
γ2-0.4996-0.46
γ30.51341.00
γ4-0.6027-1.04
γ50.86261.56
γ6-0.5608-1.00
γ7-0.0255-0.04
γ80.28330.42
γ9-0.4768-0.69
γ100.53031.05
Estimation Period:
Jun 2, 2006 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts