V-Lab: PPK Group Limited GAS-GARCH Student T Volatility Analysis

V-Lab

PPK Group Limited GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:229.17% (+17.00%)

Analysis last updated: Sunday, August 3, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	31.8106	8.00
$α$	0.0693	104.62
$β$	0.9951	1,683.74
$ν$	2.5413	240.43

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