V-Lab: Posco International Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Posco International Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:54.21% (-0.69%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7236	5.24
$α$	0.1173	8.13
$β$	0.8103	38.94
$γ_{1}$	0.0229	0.40
$γ_{2}$	-0.0019	-0.02
$γ_{3}$	-0.0520	-0.97
$γ_{4}$	0.1039	1.76
$γ_{5}$	-0.1558	-2.47
$γ_{6}$	0.1816	3.14
$γ_{7}$	-0.1543	-3.56

Estimation Period:
Mar 23, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts