V-Lab: POSCO Steeleon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

POSCO Steeleon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:73.83% (-0.99%)

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
$ω$	1.2717	5.53
$α$	0.1217	5.75
$β$	0.7565	18.67
$γ_{1}$	0.3586	3.67
$γ_{2}$	-0.2861	-1.94
$γ_{3}$	-0.2784	-2.28
$γ_{4}$	0.1430	1.29
$γ_{5}$	0.3991	4.06
$γ_{6}$	-0.6377	-5.19
$γ_{7}$	0.5435	3.07
$γ_{8}$	-0.3769	-1.75
$γ_{9}$	0.1369	0.85

Estimation Period:
Aug 16, 2002 to Apr 19, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts