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

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V-Lab

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

Volatility Prediction for Friday, May 3rd, 2024:35.37% (-0.08%)

Analysis last updated: Friday, May 3, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7645	9.25
$α$	0.1525	8.30
$β$	0.7081	25.06
$γ_{1}$	-0.0402	-1.40
$γ_{2}$	0.0915	2.19
$γ_{3}$	-0.1245	-4.48
$γ_{4}$	0.1087	3.55
$γ_{5}$	-0.0508	-1.01
$γ_{6}$	-0.0363	-0.55
$γ_{7}$	0.1889	3.09
$γ_{8}$	-0.2227	-4.41
$γ_{9}$	0.0956	2.49

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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