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V-Lab

Kyobo Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:91.87% (-2.79%)
Analysis last updated: Saturday, February 21, 2026 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyobo Securities Co Ltd SGARCH
paramt-stat
ω1.72045.27
α0.09567.28
β0.859445.69
γ1-0.0748-1.09
γ20.24592.39
γ3-0.3810-5.04
γ40.36464.61
γ5-0.2148-2.41
γ60.05520.67
γ7-0.0029-0.04
γ80.24532.29
Estimation Period:
Dec 13, 1999 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts