V-Lab
POSCO Steeleon Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:47.52% (+2.03%)
Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 9.15 | |
| 0.0471 | 15.38 | |
| 0.9530 | 588.24 | |
| -0.0002 | -0.04 |
Estimation Period:
Aug 16, 2002 to Apr 19, 2024
Aug 16, 2002 to Apr 19, 2024
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