V-Lab
V-Lab

Pusan Cast Iron Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:0.00% (0.00%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pusan Cast Iron Co Ltd S0GARCH
paramt-stat
ω43.6343436342600.00
α0.62336233170.00
β0.37673766830.00
γ11.959919599450.00
γ2-0.3590-3590360.00
γ3-1.2770-12769860.00
γ4-2.4244-24244170.00
γ53.843938439000.00
γ6-4.3781-43780800.00
γ711.0630110630100.00
γ8-24.4959-244958600.00
γ925.7754257754100.00
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts