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PPHE Hotel Group Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.07% (-0.82%)
Analysis last updated: Thursday, February 12, 2026 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PPHE Hotel Group Limited S0GARCH
paramt-stat
ω0.93834.48
α0.27375.79
β0.34734.29
γ1-1.4622-4.11
γ22.20644.37
γ3-0.6551-2.20
γ4-0.5335-1.62
γ51.16373.09
γ6-1.2193-3.38
γ70.41671.45
γ80.34001.39
γ9-0.3673-1.75
Estimation Period:
Jul 11, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts