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V-Lab

Boryung Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:69.52% (-4.74%)
Analysis last updated: Saturday, February 21, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Boryung SGARCH
paramt-stat
ω0.79067.54
α0.12238.83
β0.806539.80
γ1-0.0088-0.26
γ20.02180.43
γ3-0.0958-2.57
γ40.18434.72
γ5-0.1609-4.06
γ60.07211.93
γ70.01570.35
γ8-0.0783-1.32
γ90.07630.96
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts