Korea Petroleum Industries Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:59.08% (-12.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9005 | 4.94 | |
| 0.2805 | 8.06 | |
| 0.6599 | 21.08 | |
| 0.0121 | 0.28 | |
| 0.0428 | 0.66 | |
| -0.2225 | -4.61 | |
| 0.3330 | 7.21 | |
| -0.2610 | -5.49 | |
| 0.1180 | 1.96 | |
| 0.0080 | 0.12 | |
| -0.0922 | -1.09 | |
| 0.2092 | 1.97 | |
| -0.4766 | -4.04 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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