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Daegu Department Store Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.59% (+0.48%)
Analysis last updated: Saturday, February 21, 2026 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daegu Department Store SGARCH
paramt-stat
ω0.78514.52
α0.08339.29
β0.885468.52
γ1-0.0392-0.65
γ20.15141.71
γ3-0.2542-3.95
γ40.15632.32
γ5-0.0066-0.09
γ60.05850.79
γ7-0.1836-2.06
γ80.30123.25
γ9-0.3287-3.46
γ100.25221.91
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts