V-Lab: POSCO Holdings Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

POSCO Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:26.42% (-0.81%)

Analysis last updated: Thursday, May 9, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0959	6.49
$α$	0.0677	33.46
$β$	0.9893	593.12
$ν$	6	8.44

Estimation Period:
Jan 3, 1990 to May 3, 2024