Amorepacific Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.89% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8081 | 10.41 | |
| 0.0837 | 6.59 | |
| 0.8190 | 28.69 | |
| 0.0235 | 2.36 | |
| -0.0504 | -3.24 | |
| 0.0293 | 2.36 | |
| 0.0113 | 0.99 | |
| -0.0233 | -2.05 | |
| 0.0123 | 1.44 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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