V-Lab: POSCO Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

POSCO Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.01% (-1.48%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7830	7.16
$α$	0.0830	8.52
$β$	0.8502	47.36
$γ_{1}$	-0.0169	-0.32
$γ_{2}$	0.0757	0.85
$γ_{3}$	-0.1213	-1.71
$γ_{4}$	0.0072	0.13
$γ_{5}$	0.1908	4.50
$γ_{6}$	-0.2983	-7.61
$γ_{7}$	0.3195	7.05
$γ_{8}$	-0.2400	-4.85
$γ_{9}$	0.1186	2.67
$γ_{10}$	-0.0526	-1.73

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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