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 29th, 2024:36.03% (-0.25%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7672	9.26
$α$	0.1532	8.32
$β$	0.7076	25.09
$γ_{1}$	-0.0396	-1.38
$γ_{2}$	0.0908	2.17
$γ_{3}$	-0.1243	-4.46
$γ_{4}$	0.1086	3.54
$γ_{5}$	-0.0507	-1.00
$γ_{6}$	-0.0363	-0.54
$γ_{7}$	0.1886	3.08
$γ_{8}$	-0.2220	-4.38
$γ_{9}$	0.0948	2.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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