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

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V-Lab

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

Volatility Prediction for Tuesday, May 7th, 2024:19.15% (-0.33%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6301	1.17
$α$	0.0950	4.86
$β$	0.8785	32.36
$γ_{1}$	0.1551	0.18
$γ_{2}$	-0.4260	-0.39
$γ_{3}$	0.4144	0.79
$γ_{4}$	-0.4717	-0.77
$γ_{5}$	0.7102	1.20
$γ_{6}$	-0.3870	-0.68
$γ_{7}$	-0.2391	-0.33
$γ_{8}$	0.5314	0.79
$γ_{9}$	-0.7456	-1.11
$γ_{10}$	0.7455	1.53

Estimation Period:
Jun 2, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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