V-Lab
V-Lab

Korea Petroleum Industries Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:43.44% (-0.20%)

Analysis last updated: Thursday, March 28, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Petroleum Industries Co S0GARCH
paramt-stat
ω0.82945.13
α0.25138.20
β0.682322.39
γ1-0.0056-0.11
γ20.08581.16
γ3-0.2646-4.84
γ40.32265.30
γ5-0.1654-2.00
γ6-0.0277-0.27
γ70.14211.21
γ8-0.1724-1.23
γ90.18001.34
γ10-0.1464-1.68
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts