V-Lab: PPK Group Limited Asy. MEM Volatility Analysis

V-Lab

PPK Group Limited Asy. MEM Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:171.49% (+14.08%)

Analysis last updated: Sunday, August 3, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2116	10.56
$α$	0.1254	16.44
$β$	0.8798	158.60
$γ$	-0.0103	-0.61

Estimation Period:
Jan 4, 1995 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts