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V-Lab

Jeju Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:137.90% (-12.37%)
Analysis last updated: Friday, February 6, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jeju Bank S0GARCH
paramt-stat
ω1.12503.56
α0.17269.84
β0.809945.57
γ10.02390.54
γ2-0.0128-0.18
γ3-0.1028-1.67
γ40.14912.44
γ5-0.0221-0.42
γ6-0.1057-2.03
γ70.17623.66
γ8-0.1711-5.09
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts