V-Lab: Poongsan Holdings Corp MF2-GARCH Volatility Analysis

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V-Lab

Poongsan Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:40.57% (+5.07%)

Analysis last updated: Wednesday, May 15, 2024 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0877	23.77
$β$	0.8442	155.91
$γ$	0.0313	5.31
$λ_{1}$	0.5293	3.58
$λ_{2}$	0.9338	3.94
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts