V-Lab: Pyung Hwa Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Pyung Hwa Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.39% (-0.43%)

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
$ω$	0.7312	8.55
$α$	0.1451	8.01
$β$	0.7336	27.69
$γ_{1}$	-0.0633	-2.12
$γ_{2}$	0.1289	2.97
$γ_{3}$	-0.1496	-5.20
$γ_{4}$	0.1276	4.04
$γ_{5}$	-0.0656	-1.26
$γ_{6}$	-0.0205	-0.29
$γ_{7}$	0.1563	2.33
$γ_{8}$	-0.1421	-2.10
$γ_{9}$	-0.1225	-1.32

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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