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Korea Cast Iron Pipe Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.91% (-0.29%)
Analysis last updated: Sunday, February 8, 2026 at 01:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Cast Iron Pipe Industries Co Ltd S0GARCH
paramt-stat
ω0.91255.63
α0.09607.84
β0.879058.99
γ10.06742.31
γ2-0.1436-3.18
γ30.11313.64
γ4-0.0477-1.24
γ50.02590.54
γ6-0.0404-0.85
γ70.04251.30
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts