Skip to main content
V-Lab

TS Corp/Korea Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.18% (-0.91%)
Analysis last updated: Saturday, February 21, 2026 at 10:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TS Corp/Korea SGARCH
paramt-stat
ω0.91356.59
α0.14868.23
β0.773529.76
γ1-0.0026-0.06
γ20.06361.01
γ3-0.2355-5.33
γ40.35517.33
γ5-0.2857-4.70
γ60.15442.27
γ7-0.1099-1.82
γ80.16262.76
γ9-0.1604-2.47
γ10-0.0585-0.64
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts