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V-Lab

KCTC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:55.32% (-2.59%)
Analysis last updated: Friday, February 20, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KCTC S0GARCH
paramt-stat
ω0.59315.18
α0.21309.10
β0.697426.50
γ1-0.0453-0.77
γ20.12561.38
γ3-0.2232-3.17
γ40.24933.79
γ5-0.1719-2.66
γ60.09201.32
γ7-0.0556-0.76
γ80.10491.53
γ9-0.1383-1.63
γ100.07910.95
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts