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

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V-Lab

POSCO Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:30.37% (+0.04%)

Analysis last updated: Saturday, May 11, 2024 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7406	6.88
$α$	0.0828	8.49
$β$	0.8497	46.82
$γ_{1}$	-0.0449	-0.84
$γ_{2}$	0.1200	1.35
$γ_{3}$	-0.1487	-2.10
$γ_{4}$	0.0236	0.43
$γ_{5}$	0.1865	4.43
$γ_{6}$	-0.3037	-7.82
$γ_{7}$	0.3297	7.30
$γ_{8}$	-0.2502	-5.00
$γ_{9}$	0.1250	2.56
$γ_{10}$	-0.0534	-0.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts