V-Lab: POSCO Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

POSCO Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.38% (-1.05%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7837	7.17
$α$	0.0829	8.52
$β$	0.8502	47.38
$γ_{1}$	-0.0166	-0.31
$γ_{2}$	0.0754	0.85
$γ_{3}$	-0.1220	-1.73
$γ_{4}$	0.0093	0.17
$γ_{5}$	0.1881	4.45
$γ_{6}$	-0.2961	-7.62
$γ_{7}$	0.3191	7.11
$γ_{8}$	-0.2414	-4.92
$γ_{9}$	0.1201	2.71
$γ_{10}$	-0.0529	-1.73

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts