Skip to main content
V-Lab

Gwangju Shinsegae Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.18% (-1.60%)
Analysis last updated: Saturday, February 21, 2026 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gwangju Shinsegae Co Ltd S0GARCH
paramt-stat
ω3.04805.98
α0.19355.95
β0.641912.82
γ10.25255.11
γ2-0.3797-5.28
γ30.22434.62
γ4-0.1703-3.33
γ50.18453.23
γ6-0.2510-3.99
γ70.21264.31
Estimation Period:
Feb 7, 2002 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts