Amorepacific Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.71% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4616 | 3.37 | |
| 0.1038 | 4.50 | |
| 0.7053 | 13.30 | |
| -0.7148 | -2.97 | |
| 0.9564 | 3.04 | |
| -0.4431 | -3.06 | |
| 0.5314 | 4.45 | |
| -0.6402 | -5.26 | |
| 0.5592 | 3.85 | |
| -0.4807 | -3.03 | |
| 0.4187 | 2.49 | |
| -0.3305 | -1.58 | |
| 0.2856 | 0.54 |
Estimation Period:
Jun 29, 2006 to Feb 20, 2026
Jun 29, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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