V-Lab: POSCO Steeleon Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

POSCO Steeleon Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:50.97% (-2.58%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2914	5.61
$α$	0.1212	5.82
$β$	0.7581	19.24
$γ_{1}$	0.3693	3.80
$γ_{2}$	-0.2996	-2.03
$γ_{3}$	-0.2757	-2.26
$γ_{4}$	0.1436	1.29
$γ_{5}$	0.3974	4.01
$γ_{6}$	-0.6313	-4.97
$γ_{7}$	0.5214	2.74
$γ_{8}$	-0.3178	-1.25
$γ_{9}$	-0.0309	-0.11

Estimation Period:
Aug 16, 2002 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts