Skip to main content
V-Lab

Bookook Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:81.97% (+2.03%)
Analysis last updated: Saturday, February 21, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bookook Securities Co Ltd SGARCH
paramt-stat
ω1.10386.36
α0.16859.45
β0.756132.42
γ1-0.0173-0.37
γ20.12391.69
γ3-0.2754-5.11
γ40.26245.28
γ5-0.1303-2.67
γ60.04360.93
γ7-0.0145-0.29
γ80.05280.96
γ9-0.1045-1.66
γ100.31223.27
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts