V-Lab: POSCO Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

POSCO Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.16% (-1.11%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7832	7.17
$α$	0.0828	8.52
$β$	0.8503	47.40
$γ_{1}$	-0.0166	-0.31
$γ_{2}$	0.0754	0.85
$γ_{3}$	-0.1219	-1.72
$γ_{4}$	0.0092	0.16
$γ_{5}$	0.1881	4.45
$γ_{6}$	-0.2961	-7.62
$γ_{7}$	0.3191	7.11
$γ_{8}$	-0.2415	-4.92
$γ_{9}$	0.1202	2.72
$γ_{10}$	-0.0530	-1.74

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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