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V-Lab

Kyung Nong Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.41% (+0.24%)
Analysis last updated: Friday, February 6, 2026 at 11:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyung Nong Corp SGARCH
paramt-stat
ω0.92836.18
α0.14628.31
β0.804439.28
γ1-0.0620-1.26
γ20.17042.25
γ3-0.2792-4.91
γ40.31634.38
γ5-0.2631-2.85
γ60.16831.77
γ7-0.0154-0.16
γ8-0.0265-0.27
γ9-0.0600-0.43
γ10-0.1219-0.40
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts