V-Lab: PPK Group Limited AGARCH Volatility Analysis

V-Lab

PPK Group Limited AGARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:128.89% (-5.03%)

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
$ω$	0.0585	13.13
$α$	0.0811	34.68
$β$	0.9231	473.85
$γ$	0.0437	0.30

Estimation Period:
Dec 22, 1994 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts