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

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V-Lab

POSCO Steeleon Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:38.75% (-0.78%)

Analysis last updated: Thursday, May 9, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2902	5.62
$α$	0.1217	5.81
$β$	0.7562	19.02
$γ_{1}$	0.3676	3.81
$γ_{2}$	-0.2977	-2.03
$γ_{3}$	-0.2780	-2.29
$γ_{4}$	0.1499	1.35
$γ_{5}$	0.3903	3.97
$γ_{6}$	-0.6290	-5.02
$γ_{7}$	0.5246	2.78
$γ_{8}$	-0.3233	-1.28
$γ_{9}$	-0.0372	-0.13

Estimation Period:
Aug 16, 2002 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts