Skip to main content
V-Lab

Dongbu Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:78.83% (-0.84%)
Analysis last updated: Wednesday, February 25, 2026 at 08:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongbu Corp S0GARCH
paramt-stat
ω0.78096.86
α0.16558.94
β0.754331.11
γ1-0.0076-0.23
γ20.05521.13
γ3-0.1675-4.89
γ40.24376.77
γ5-0.2352-6.28
γ60.24236.09
γ7-0.2808-6.11
γ80.23804.88
γ9-0.0986-2.95
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts