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

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V-Lab

Pyung Hwa Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:9.49% (+0.16%)

Analysis last updated: Saturday, May 11, 2024 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4365	1.80
$α$	0.1526	5.27
$β$	0.7315	18.65
$γ_{1}$	-0.2737	-0.73
$γ_{2}$	0.3299	0.65
$γ_{3}$	-0.2552	-1.02
$γ_{4}$	0.3945	2.16
$γ_{5}$	-0.1122	-0.58
$γ_{6}$	-0.3718	-1.23
$γ_{7}$	0.6335	1.64
$γ_{8}$	-1.2858	-2.92

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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