V-Lab: Power Assets Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Power Assets Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.71% (-1.08%)

Analysis last updated: Sunday, April 21, 2024 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3789	6.19
$α$	0.1164	10.17
$β$	0.8431	53.23
$γ_{1}$	-0.0070	-1.62
$γ_{2}$	0.0153	2.58
$γ_{3}$	-0.0109	-3.87

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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