V-Lab: Pyung Hwa Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pyung Hwa Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.84% (-0.39%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6275	1.19
$α$	0.0941	4.78
$β$	0.8786	31.79
$γ_{1}$	0.1635	0.19
$γ_{2}$	-0.4476	-0.41
$γ_{3}$	0.4466	0.86
$γ_{4}$	-0.5146	-0.85
$γ_{5}$	0.7617	1.31
$γ_{6}$	-0.4492	-0.79
$γ_{7}$	-0.1625	-0.23
$γ_{8}$	0.4494	0.66
$γ_{9}$	-0.6667	-0.99
$γ_{10}$	0.6834	1.40

Estimation Period:
Jun 2, 2006 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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