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V-Lab

Shinsegae International Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:47.73% (-2.65%)
Analysis last updated: Saturday, February 21, 2026 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinsegae International Co Ltd SGARCH
paramt-stat
ω1.54785.30
α0.08563.83
β0.74509.98
γ10.15780.66
γ20.37581.13
γ3-1.2770-6.06
γ41.53116.90
γ5-1.4968-6.42
γ61.17183.56
γ7-0.8483-1.73
γ80.60011.19
γ90.08690.17
Estimation Period:
Jul 14, 2011 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts