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V-Lab

Hanyang Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:69.30% (-5.78%)
Analysis last updated: Saturday, February 21, 2026 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanyang Securities Co Ltd SGARCH
paramt-stat
ω0.99926.96
α0.12568.47
β0.813941.63
γ10.01070.23
γ20.09551.33
γ3-0.3021-5.90
γ40.32976.42
γ5-0.2074-3.81
γ60.06441.33
γ70.03870.69
γ80.06560.83
γ9-0.2378-2.49
γ100.36973.28
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts