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V-Lab

Shinsegae Information & Communication Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:62.69% (-0.60%)
Analysis last updated: Saturday, February 21, 2026 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinsegae Information & Communication Co Ltd SGARCH
paramt-stat
ω1.92296.68
α0.09956.64
β0.819327.67
γ10.04240.62
γ20.02290.20
γ3-0.1336-1.48
γ40.12201.39
γ5-0.0148-0.14
γ6-0.0688-0.44
γ7-0.0728-0.41
γ80.40162.69
Estimation Period:
Nov 20, 2000 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts