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V-Lab

PPHE Hotel Group Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.91% (-0.23%)
Analysis last updated: Saturday, February 14, 2026 at 01:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PPHE Hotel Group Limited SGARCH
paramt-stat
ω0.92184.48
α0.26585.78
β0.34744.27
γ1-1.4845-4.23
γ22.24044.49
γ3-0.6710-2.26
γ4-0.5334-1.63
γ51.18313.15
γ6-1.2672-3.53
γ70.51631.79
γ80.11930.46
γ90.22230.55
Estimation Period:
Jul 11, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts