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Kumho Petrochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.38% (+6.37%)
Analysis last updated: Friday, February 13, 2026 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kumho Petrochemical Co Ltd S0GARCH
paramt-stat
ω0.77127.09
α0.10079.29
β0.838448.22
γ1-0.0350-0.81
γ20.09571.38
γ3-0.1299-2.17
γ40.09791.70
γ5-0.0004-0.01
γ6-0.1316-3.44
γ70.20425.07
γ8-0.1256-2.64
γ90.01640.32
γ100.01150.29
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts