Skip to main content
V-Lab

KCTC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:75.68% (-4.35%)
Analysis last updated: Saturday, February 21, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KCTC SGARCH
paramt-stat
ω0.54445.09
α0.21579.36
β0.683425.65
γ1-0.0749-1.29
γ20.17601.99
γ3-0.2658-3.93
γ40.29134.61
γ5-0.2110-3.39
γ60.13291.97
γ7-0.1099-1.56
γ80.20213.22
γ9-0.3532-5.46
γ100.59105.71
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts