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

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V-Lab

POSCO Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.76% (-1.04%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7405	6.89
$α$	0.0829	8.49
$β$	0.8495	46.73
$γ_{1}$	-0.0449	-0.84
$γ_{2}$	0.1201	1.35
$γ_{3}$	-0.1488	-2.10
$γ_{4}$	0.0237	0.43
$γ_{5}$	0.1864	4.43
$γ_{6}$	-0.3035	-7.82
$γ_{7}$	0.3294	7.30
$γ_{8}$	-0.2497	-4.99
$γ_{9}$	0.1238	2.54
$γ_{10}$	-0.0489	-0.79

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts