Skip to main content
V-Lab

Sangsangin Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:82.14% (-10.66%)
Analysis last updated: Friday, February 6, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sangsangin Investment & Securities Co Ltd S0GARCH
paramt-stat
ω0.96445.31
α0.19787.63
β0.749925.31
γ1-0.0197-0.35
γ20.15831.82
γ3-0.3608-5.70
γ40.39406.63
γ5-0.2489-3.59
γ60.05270.65
γ70.15021.37
γ8-0.2921-2.32
γ90.22392.49
γ10-0.0348-0.73
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts