V-Lab
V-Lab

Pusan Cast Iron Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:0.00% (0.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pusan Cast Iron Co Ltd SGARCH
paramt-stat
ω46.7495467495000.00
α0.54685468320.00
β0.45324531680.00
γ1-4.6312-46312480.00
γ214.4114144113700.00
γ3-23.4636-234636100.00
γ431.6733316733300.00
γ5-34.8686-348686400.00
γ627.2639272639100.00
γ7-10.5711-105710700.00
γ8-10.3458-103457700.00
γ933.6544336544400.00
γ10-134.9186-1349186000.00
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts