V-Lab
V-Lab

Pusan Cast Iron Co Ltd 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 SGARCH
paramt-stat
ω100.00001000000000.00
α0.68706869720.00
β0.31303130160.00
γ1-5.8039-58038770.00
γ213.2933132932600.00
γ3-13.7715-137715200.00
γ412.2077122076800.00
γ5-5.2219-52219080.00
γ6-3.4370-34370070.00
γ75.100351002800.00
γ8-20.6369-206369500.00
γ972.5998725997900.00
γ10-212.5404-2125404000.00
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts