V-Lab: Pusan Cast Iron Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Pusan Cast Iron Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:0.00% (0.00%)

Analysis last updated: Thursday, April 18, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0331	10330760.00
$α$	0.5216	5215680.00
$β$	0.4784	4784320.00
$γ_{1}$	-0.0114	-113990.00
$γ_{2}$	0.0118	117710.00
$γ_{3}$	-0.0056	-56470.00
$γ_{4}$	0.0097	97200.00

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts