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

V-Lab

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V-Lab

Playgram Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:36.38% (-1.30%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7425	9.97
$α$	0.2432	12.12
$β$	0.6325	23.58
$γ_{1}$	0.0301	4.11
$γ_{2}$	-0.0616	-5.35
$γ_{3}$	0.0332	3.18
$γ_{4}$	0.0209	1.55
$γ_{5}$	-0.0657	-3.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts