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V-Lab

TS Corp/Korea Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.07% (-2.03%)
Analysis last updated: Sunday, February 8, 2026 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TS Corp/Korea S0GARCH
paramt-stat
ω0.92106.43
α0.14848.11
β0.777728.82
γ10.00480.11
γ20.04620.72
γ3-0.2135-4.73
γ40.33116.65
γ5-0.2634-4.17
γ60.13901.97
γ7-0.1087-1.72
γ80.18672.75
γ9-0.2323-3.00
γ100.14932.77
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts