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

V-Lab

PPK Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:130.50% (+7.87%)

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
$ω$	0.7048	3.93
$α$	0.1249	6.81
$β$	0.8130	29.97
$γ_{1}$	-0.0944	-0.60
$γ_{2}$	0.0211	0.09
$γ_{3}$	0.1061	0.62
$γ_{4}$	0.1144	0.59
$γ_{5}$	-0.2661	-1.44
$γ_{6}$	0.2953	2.18
$γ_{7}$	-0.4749	-3.35
$γ_{8}$	0.5940	3.36
$γ_{9}$	-0.7301	-2.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts