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Kumho Petrochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.98% (-1.48%)
Analysis last updated: Saturday, February 21, 2026 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kumho Petrochemical Co Ltd S0GARCH
paramt-stat
ω0.77397.17
α0.10059.26
β0.838248.01
γ1-0.0344-0.80
γ20.09501.39
γ3-0.1300-2.19
γ40.09851.72
γ5-0.0016-0.03
γ6-0.1305-3.44
γ70.20455.14
γ8-0.1278-2.73
γ90.01890.37
γ100.01010.26
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts