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Korea Cast Iron Pipe Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.04% (-0.23%)
Analysis last updated: Saturday, February 21, 2026 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Cast Iron Pipe Industries Co Ltd SGARCH
paramt-stat
ω0.94955.88
α0.09778.16
β0.876659.10
γ10.07542.62
γ2-0.1562-3.51
γ30.12173.94
γ4-0.0564-1.47
γ50.03840.79
γ6-0.0656-1.30
γ70.10691.97
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts