V-Lab: POSCO Steeleon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

POSCO Steeleon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:56.99% (-2.36%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2700	5.52
$α$	0.1214	5.75
$β$	0.7571	18.72
$γ_{1}$	0.3578	3.66
$γ_{2}$	-0.2852	-1.93
$γ_{3}$	-0.2784	-2.28
$γ_{4}$	0.1427	1.28
$γ_{5}$	0.3995	4.07
$γ_{6}$	-0.6382	-5.20
$γ_{7}$	0.5443	3.08
$γ_{8}$	-0.3791	-1.77
$γ_{9}$	0.1396	0.87

Estimation Period:
Aug 16, 2002 to Apr 26, 2024

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