V-Lab: Posco International Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Posco International Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:52.26% (-1.10%)

Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7313	5.27
$α$	0.1172	8.14
$β$	0.8103	39.02
$γ_{1}$	0.0243	0.42
$γ_{2}$	-0.0039	-0.05
$γ_{3}$	-0.0509	-0.95
$γ_{4}$	0.1029	1.75
$γ_{5}$	-0.1550	-2.47
$γ_{6}$	0.1810	3.15
$γ_{7}$	-0.1539	-3.57

Estimation Period:
Mar 23, 2001 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts