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V-Lab

Korea Electric Power Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.41% (-1.65%)
Analysis last updated: Saturday, February 21, 2026 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Electric Power Corp SGARCH
paramt-stat
ω0.82105.34
α0.090310.08
β0.861661.68
γ1-0.0928-1.76
γ20.23653.12
γ3-0.3141-6.17
γ40.23344.87
γ5-0.0530-1.16
γ60.00900.18
γ7-0.0606-1.05
γ80.08831.68
γ9-0.0873-1.57
γ100.16851.93
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts