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V-Lab

Korea Refractories Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.08% (-1.17%)
Analysis last updated: Friday, February 20, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Refractories Co Ltd SGARCH
paramt-stat
ω2.23474.28
α0.18168.18
β0.736726.74
γ1-0.1274-1.03
γ20.32331.71
γ3-0.2799-2.02
γ40.02320.17
γ50.11360.92
γ6-0.0607-0.52
γ70.20361.51
γ8-0.5049-2.96
γ90.45472.36
γ10-0.2691-1.26
Estimation Period:
Aug 22, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts