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V-Lab

SK Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:240.16% (-1.77%)
Analysis last updated: Saturday, February 21, 2026 at 09:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SK Securities Co Ltd S0GARCH
paramt-stat
ω0.97155.93
α0.18027.59
β0.764227.30
γ10.00310.07
γ20.08491.16
γ3-0.2087-3.62
γ40.16182.75
γ5-0.0395-0.69
γ6-0.0494-0.83
γ70.12091.94
γ8-0.0927-1.18
γ9-0.0316-0.27
γ100.09630.95
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts