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

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V-Lab

Pyung Hwa Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:11.32% (-0.61%)

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
$ω$	0.4373	1.79
$α$	0.1522	5.25
$β$	0.7331	18.66
$γ_{1}$	-0.2722	-0.73
$γ_{2}$	0.3279	0.65
$γ_{3}$	-0.2553	-1.02
$γ_{4}$	0.3935	2.15
$γ_{5}$	-0.1072	-0.55
$γ_{6}$	-0.3783	-1.24
$γ_{7}$	0.6366	1.65
$γ_{8}$	-1.2556	-2.91

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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