V-Lab: Power Assets Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Power Assets Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:16.01% (-0.76%)

Analysis last updated: Friday, May 3, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3791	6.20
$α$	0.1163	10.16
$β$	0.8431	53.24
$γ_{1}$	-0.0070	-1.62
$γ_{2}$	0.0152	2.57
$γ_{3}$	-0.0109	-3.87

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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