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V-Lab

POSCO Steeleon Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:46.98% (-0.15%)

Analysis last updated: Wednesday, March 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of POSCO Steeleon Co Ltd S0GARCH
paramt-stat
ω1.27365.53
α0.12155.75
β0.757218.66
γ10.36053.67
γ2-0.2877-1.93
γ3-0.2758-2.24
γ40.13251.18
γ50.41134.13
γ6-0.6395-5.07
γ70.53132.94
γ8-0.3545-1.62
γ90.11640.71
Estimation Period:
Aug 16, 2002 to Mar 22, 2024
Impact of return on volatility tomorrow
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