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V-Lab

Amorepacific Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.02% (-9.58%)
Analysis last updated: Friday, February 13, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amorepacific Corp S0GARCH
paramt-stat
ω0.47433.60
α0.11324.73
β0.677312.69
γ1-0.6862-3.00
γ20.91093.02
γ3-0.4140-2.90
γ40.50974.29
γ5-0.6231-5.11
γ60.54723.77
γ7-0.4776-3.06
γ80.42992.75
γ9-0.3615-2.60
γ100.23362.46
Estimation Period:
Jun 29, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts