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V-Lab

KCTC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:48.98% (-6.47%)
Analysis last updated: Saturday, February 21, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KCTC S0GARCH
paramt-stat
ω0.58785.08
α0.21379.13
β0.697726.64
γ1-0.0484-0.81
γ20.12941.42
γ3-0.2241-3.17
γ40.24993.79
γ5-0.1728-2.67
γ60.09281.33
γ7-0.0557-0.76
γ80.10401.51
γ9-0.1370-1.60
γ100.07840.93
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts