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V-Lab

Amorepacific Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:62.45% (-7.21%)
Analysis last updated: Sunday, February 15, 2026 at 02:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amorepacific Corp SGARCH
paramt-stat
ω0.46103.34
α0.10304.48
β0.708613.28
γ1-0.7182-2.95
γ20.96133.01
γ3-0.4474-3.06
γ40.53794.47
γ5-0.6473-5.26
γ60.56533.84
γ7-0.4855-3.03
γ80.42072.49
γ9-0.3278-1.56
γ100.27540.53
Estimation Period:
Jun 29, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts