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V-Lab

Jeju Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:82.47% (-7.14%)
Analysis last updated: Friday, February 20, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jeju Bank S0GARCH
paramt-stat
ω1.12073.58
α0.17289.84
β0.809545.45
γ10.02430.55
γ2-0.0135-0.20
γ3-0.1022-1.66
γ40.14942.45
γ5-0.0236-0.45
γ6-0.1036-2.00
γ70.17443.63
γ8-0.1700-5.08
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts