V-Lab: Pusan Cast Iron Co Ltd GARCH Volatility Analysis

V-Lab

Pusan Cast Iron Co Ltd GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:0.05% (0.00%)

Analysis last updated: Thursday, June 5, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	10.00
$α$	0.1142	46.97
$β$	0.8858	999.75

Estimation Period:
Jan 3, 1990 to Jun 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts