V-Lab: PPK Group Limited GARCH Volatility Analysis

V-Lab

PPK Group Limited GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:136.53% (+5.71%)

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
$ω$	0.0749	14.64
$α$	0.0766	32.90
$β$	0.9234	451.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts