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Hotel Shilla Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.10% (-0.53%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hotel Shilla Co Ltd S0GARCH
paramt-stat
ω0.83346.13
α0.06568.60
β0.887960.75
γ10.01460.38
γ2-0.0030-0.05
γ3-0.0917-2.31
γ40.18234.74
γ5-0.1843-4.24
γ60.14613.20
γ7-0.1171-2.97
γ80.07802.18
γ9-0.0247-0.90
Estimation Period:
Mar 12, 1991 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts