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V-Lab

Dongbu Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:80.14% (-4.78%)
Analysis last updated: Friday, February 6, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongbu Corp S0GARCH
paramt-stat
ω0.77466.79
α0.15648.99
β0.765733.01
γ1-0.0036-0.11
γ20.04880.99
γ3-0.1647-4.80
γ40.24376.77
γ5-0.2364-6.30
γ60.24356.11
γ7-0.2787-6.04
γ80.22804.73
γ9-0.0861-2.67
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts