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V-Lab

Amorepacific Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.71% (-1.74%)
Analysis last updated: Saturday, February 21, 2026 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amorepacific Corp SGARCH
paramt-stat
ω0.46163.37
α0.10384.50
β0.705313.30
γ1-0.7148-2.97
γ20.95643.04
γ3-0.4431-3.06
γ40.53144.45
γ5-0.6402-5.26
γ60.55923.85
γ7-0.4807-3.03
γ80.41872.49
γ9-0.3305-1.58
γ100.28560.54
Estimation Period:
Jun 29, 2006 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts