Ppap Automotive Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.80% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2271 | 7.05 | |
| 0.1045 | 4.66 | |
| 0.6118 | 7.82 | |
| -0.0703 | -0.71 | |
| 0.3064 | 2.12 | |
| -0.4556 | -4.87 | |
| 0.2989 | 3.33 | |
| -0.0527 | -0.56 | |
| -0.0924 | -0.88 | |
| 0.1274 | 1.23 | |
| -0.0860 | -1.27 |
Estimation Period:
Jan 17, 2008 to Feb 6, 2026
Jan 17, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ppap Automotive Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities