Amorepacific Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:48.30% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 19.38 | |
| 0.1671 | 24.30 | |
| 0.9573 | 406.33 | |
| -0.0045 | -0.87 |
Estimation Period:
Jun 29, 2006 to Feb 13, 2026
Jun 29, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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