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V-Lab

SK Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:238.42% (-2.35%)
Analysis last updated: Saturday, February 21, 2026 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SK Securities Co Ltd SGARCH
paramt-stat
ω0.90506.26
α0.17407.58
β0.760925.57
γ1-0.0172-0.38
γ20.12231.76
γ3-0.2425-4.47
γ40.19183.43
γ5-0.0600-1.09
γ6-0.0376-0.66
γ70.10851.76
γ8-0.0642-0.76
γ9-0.1097-0.81
γ100.37841.85
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts