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V-Lab

Kyung Nong Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.20% (-0.74%)
Analysis last updated: Saturday, February 21, 2026 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyung Nong Corp SGARCH
paramt-stat
ω0.93006.28
α0.14948.20
β0.799036.68
γ1-0.0612-1.26
γ20.16932.27
γ3-0.2795-5.00
γ40.31854.50
γ5-0.2665-2.94
γ60.17241.84
γ7-0.0202-0.22
γ8-0.0168-0.18
γ9-0.0894-0.66
γ10-0.0130-0.04
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts