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V-Lab

Korea Movenex Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:79.35% (-0.22%)
Analysis last updated: Friday, February 20, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Movenex Co Ltd SGARCH
paramt-stat
ω0.73875.34
α0.09529.98
β0.878773.64
γ10.00750.14
γ2-0.0011-0.01
γ3-0.0808-1.52
γ40.12942.39
γ5-0.0564-1.03
γ6-0.0336-0.67
γ70.13662.15
γ8-0.2595-2.61
γ90.41683.05
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts