V-Lab: Posco International Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Posco International Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:46.45% (-1.60%)

Analysis last updated: Saturday, May 4, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7284	5.25
$α$	0.1173	8.15
$β$	0.8103	39.04
$γ_{1}$	0.0242	0.42
$γ_{2}$	-0.0041	-0.05
$γ_{3}$	-0.0501	-0.94
$γ_{4}$	0.1019	1.75
$γ_{5}$	-0.1540	-2.47
$γ_{6}$	0.1799	3.13
$γ_{7}$	-0.1533	-3.55

Estimation Period:
Mar 23, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts