V-Lab: Pang Rim Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Pang Rim Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.11% (+0.21%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8540	6.83
$α$	0.1697	6.83
$β$	0.7616	21.46
$γ_{1}$	-0.0116	-0.32
$γ_{2}$	0.0651	1.17
$γ_{3}$	-0.1513	-3.47
$γ_{4}$	0.1529	3.33
$γ_{5}$	-0.1062	-2.23
$γ_{6}$	0.0956	1.88
$γ_{7}$	-0.0712	-1.35
$γ_{8}$	0.1379	2.44
$γ_{9}$	-0.2195	-3.17

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts