V-Lab: Playgram Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Playgram Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:46.03% (-3.09%)

Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.2717	42.33
$β$	0.5909	73.19
$γ$	-0.0766	-9.05
$λ_{1}$	2.7841	4.20
$λ_{2}$	0.8920	5.82
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts