V-Lab
V-Lab

Korea Petroleum Industries Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:146.54% (-26.11%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Petroleum Industries Co SGARCH
paramt-stat
ω0.85164.37
α0.26598.15
β0.681622.90
γ1-0.0300-0.58
γ20.12541.60
γ3-0.2931-5.15
γ40.34745.63
γ5-0.1847-2.20
γ6-0.0156-0.15
γ70.13511.10
γ8-0.1616-1.05
γ90.14140.84
γ10-0.0067-0.03
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts