Korea Petroleum Industries Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.68% (-5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8567 | 4.78 | |
| 0.2700 | 8.48 | |
| 0.6719 | 22.28 | |
| 0.0097 | 0.22 | |
| 0.0353 | 0.54 | |
| -0.1970 | -4.01 | |
| 0.3017 | 6.41 | |
| -0.2345 | -4.85 | |
| 0.1069 | 1.75 | |
| -0.0050 | -0.07 | |
| -0.0380 | -0.46 | |
| 0.0644 | 0.68 | |
| -0.0774 | -1.21 |
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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