Skip to main content
V-Lab

Hanyang Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:62.50% (-5.82%)
Analysis last updated: Saturday, February 21, 2026 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanyang Securities Co Ltd S0GARCH
paramt-stat
ω1.10117.54
α0.12108.42
β0.827342.82
γ10.06942.01
γ2-0.0427-0.78
γ3-0.1518-3.63
γ40.24965.77
γ5-0.2501-4.54
γ60.18942.56
γ7-0.0136-0.17
γ8-0.0887-1.23
γ90.03940.79
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts