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Korea Cast Iron Pipe Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.62% (-0.45%)
Analysis last updated: Sunday, February 15, 2026 at 01:30 AM 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
α0.09778.17
β0.876759.13
γ10.07542.62
γ2-0.1562-3.51
γ30.12173.94
γ4-0.0564-1.47
γ50.03850.79
γ6-0.0660-1.31
γ70.10851.99
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts