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Daegu Department Store Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.86% (+0.57%)
Analysis last updated: Saturday, February 21, 2026 at 10:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daegu Department Store S0GARCH
paramt-stat
ω0.82895.07
α0.08289.19
β0.885567.14
γ1-0.0096-0.17
γ20.10141.18
γ3-0.2169-3.36
γ40.12671.89
γ50.01670.23
γ60.03750.51
γ7-0.1602-1.79
γ80.26812.94
γ9-0.2690-3.38
γ100.11791.75
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts