V-Lab: Posco Plantec Co Ltd/New Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Posco Plantec Co Ltd/New Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 15th, 2016:507.77% (-87.01%)

Analysis last updated: Thursday, April 14, 2016 at 07:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7798	2.22
$α$	0.1683	4.59
$β$	0.6369	7.79
$γ_{1}$	0.3648	0.19
$γ_{2}$	-1.4091	-0.56
$γ_{3}$	1.9689	1.62
$γ_{4}$	-0.8861	-0.82
$γ_{5}$	-1.1113	-1.10
$γ_{6}$	1.9143	1.77
$γ_{7}$	-0.3028	-0.25
$γ_{8}$	-1.1849	-0.61
$γ_{9}$	4.1247	0.81

Estimation Period:
Nov 29, 2007 to Apr 12, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts