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

V-Lab

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V-Lab

Pyung Hwa Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:17.46% (-0.17%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7340	8.42
$α$	0.1415	7.93
$β$	0.7439	28.63
$γ_{1}$	-0.0625	-2.07
$γ_{2}$	0.1278	2.90
$γ_{3}$	-0.1490	-5.11
$γ_{4}$	0.1276	4.03
$γ_{5}$	-0.0666	-1.28
$γ_{6}$	-0.0184	-0.26
$γ_{7}$	0.1529	2.24
$γ_{8}$	-0.1358	-1.96
$γ_{9}$	-0.1455	-1.55

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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