Skip to main content
V-Lab

Korea Petroleum Industries Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:59.08% (-12.56%)
Analysis last updated: Friday, February 6, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Petroleum Industries Co SGARCH
paramt-stat
ω0.90054.94
α0.28058.06
β0.659921.08
γ10.01210.28
γ20.04280.66
γ3-0.2225-4.61
γ40.33307.21
γ5-0.2610-5.49
γ60.11801.96
γ70.00800.12
γ8-0.0922-1.09
γ90.20921.97
γ10-0.4766-4.04
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts