V-Lab: Pusan Cast Iron Co Ltd MF2-GARCH Volatility Analysis

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Pusan Cast Iron Co Ltd MF2-GARCH Volatility Analysis

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

Analysis last updated: Thursday, June 5, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.6069	6,068,610.00
$β$	0.6431	6,431,390.00
$γ$	-0.5000	-5,000,000.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	1.0000	9,999,900.00
$λ_{3}$	0.0000	100.00

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

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