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Korea Petroleum Industries Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.68% (-5.67%)
Analysis last updated: Friday, February 13, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Petroleum Industries Co S0GARCH
paramt-stat
ω0.85674.78
α0.27008.48
β0.671922.28
γ10.00970.22
γ20.03530.54
γ3-0.1970-4.01
γ40.30176.41
γ5-0.2345-4.85
γ60.10691.75
γ7-0.0050-0.07
γ8-0.0380-0.46
γ90.06440.68
γ10-0.0774-1.21
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts