Skip to main content
V-Lab

Sangsangin Investment & Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:86.97% (-10.48%)
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 SGARCH
paramt-stat
ω0.79806.31
α0.20567.02
β0.692920.25
γ1-0.0077-0.22
γ20.09561.79
γ3-0.2560-6.12
γ40.32477.08
γ5-0.2884-5.92
γ60.24254.19
γ7-0.1584-2.68
γ8-0.0566-1.07
γ90.42884.14
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts