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V-Lab

Hanyang Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.29% (-3.21%)
Analysis last updated: Sunday, February 8, 2026 at 12:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanyang Securities Co Ltd S0GARCH
paramt-stat
ω1.09557.47
α0.12048.38
β0.828442.95
γ10.06992.02
γ2-0.0438-0.80
γ3-0.1513-3.64
γ40.24885.76
γ5-0.2473-4.46
γ60.18582.50
γ7-0.0104-0.13
γ8-0.0909-1.27
γ90.04030.81
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts