Amorepacific Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:52.13% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8046 | 10.31 | |
| 0.0825 | 6.65 | |
| 0.8234 | 29.81 | |
| 0.0230 | 2.29 | |
| -0.0498 | -3.18 | |
| 0.0294 | 2.35 | |
| 0.0106 | 0.92 | |
| -0.0217 | -1.89 | |
| 0.0106 | 1.21 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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