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V-Lab

Dongbu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:82.87% (+8.53%)
Analysis last updated: Friday, February 20, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongbu Corp SGARCH
paramt-stat
ω0.74456.46
α0.16098.99
β0.760131.82
γ1-0.0223-0.65
γ20.07901.59
γ3-0.1853-5.43
γ40.26037.26
γ5-0.2491-6.65
γ60.25096.27
γ7-0.2800-5.79
γ80.22013.67
γ9-0.0367-0.34
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts