Ppap Automotive Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.27% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2219 | 7.01 | |
| 0.1059 | 4.76 | |
| 0.6119 | 7.93 | |
| -0.0774 | -0.77 | |
| 0.3186 | 2.20 | |
| -0.4641 | -4.94 | |
| 0.3032 | 3.37 | |
| -0.0498 | -0.52 | |
| -0.1083 | -1.00 | |
| 0.1694 | 1.46 | |
| -0.1962 | -1.21 |
Estimation Period:
Jan 17, 2008 to Feb 6, 2026
Jan 17, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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