V-Lab: Posco Plantec Co Ltd/New Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Posco Plantec Co Ltd/New Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 15th, 2016:413.37% (-92.10%)

Analysis last updated: Thursday, April 14, 2016 at 07:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7273	2.31
$α$	0.1609	4.35
$β$	0.6355	8.23
$γ_{1}$	-0.2224	-0.15
$γ_{2}$	-0.4359	-0.22
$γ_{3}$	1.7992	2.01
$γ_{4}$	-2.1941	-2.90
$γ_{5}$	1.3644	1.89
$γ_{6}$	-0.1327	-0.15
$γ_{7}$	1.1365	0.78
$γ_{8}$	-2.6105	-1.70

Estimation Period:
Nov 29, 2007 to Apr 12, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts