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V-Lab

Amorepacific Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:52.39% (-1.81%)
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 S0GARCH
paramt-stat
ω0.46793.46
α0.10124.51
β0.710513.87
γ1-0.6874-2.91
γ20.90832.94
γ3-0.4033-2.80
γ40.49544.15
γ5-0.6099-5.02
γ60.53333.69
γ7-0.4534-2.89
γ80.37832.36
γ9-0.2539-1.58
γ100.11390.85
Estimation Period:
Jun 29, 2006 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts