V-Lab
V-Lab

POSCO Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:29.87% (-0.51%)

Analysis last updated: Thursday, March 28, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of POSCO Holdings Inc S0GARCH
paramt-stat
ω0.78297.14
α0.08268.50
β0.851047.62
γ1-0.0169-0.31
γ20.07560.84
γ3-0.1196-1.67
γ40.00300.05
γ50.19644.59
γ6-0.3025-7.59
γ70.32006.93
γ8-0.2364-4.69
γ90.11472.55
γ10-0.0511-1.66
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts