V-Lab: PPK Group Limited MF2-GARCH Volatility Analysis

V-Lab

PPK Group Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:143.64% (+2.17%)

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
$m$	31
$α$	0.1990	16.13
$β$	0.6787	33.24
$γ$	-0.0594	-4.91
$λ_{1}$	0.0808	2.87
$λ_{2}$	0.0993	3.58
$λ_{3}$	0.9007	32.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts