V-Lab: PPK Group Limited MEM Volatility Analysis

V-Lab

PPK Group Limited MEM Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:171.13% (+15.49%)

Analysis last updated: Sunday, August 3, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2150	6.38
$α$	0.1208	13.33
$β$	0.8792	157.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts