Skip to main content
V-Lab

Hotel Shilla Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.25% (-1.28%)
Analysis last updated: Saturday, February 21, 2026 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hotel Shilla Co Ltd SGARCH
paramt-stat
ω0.82516.07
α0.06548.63
β0.887860.76
γ10.01260.32
γ20.00140.03
γ3-0.0993-2.53
γ40.19375.11
γ5-0.1964-4.58
γ60.15533.42
γ7-0.1202-2.95
γ80.07061.54
γ90.00370.04
Estimation Period:
Mar 12, 1991 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts