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V-Lab

Sangsangin Investment & Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:206.40% (-25.32%)
Analysis last updated: Saturday, February 21, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sangsangin Investment & Securities Co Ltd SGARCH
paramt-stat
ω0.83126.64
α0.20647.03
β0.692820.34
γ10.00650.19
γ20.07491.43
γ3-0.2457-5.87
γ40.31876.92
γ5-0.2857-5.82
γ60.24364.14
γ7-0.1636-2.69
γ8-0.0525-1.00
γ90.45794.48
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts