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V-Lab

STX Corp/Korea Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:31.49% (-2.18%)
Analysis last updated: Friday, July 4, 2025 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of STX Corp/Korea SGARCH
paramt-stat
ω0.73772.21
α0.13408.20
β0.833741.60
γ10.01720.13
γ20.09020.51
γ3-0.2750-3.26
γ40.20362.68
γ50.05230.80
γ6-0.2197-3.34
γ70.28433.61
γ8-0.3072-3.51
γ90.33163.39
γ10-0.5614-3.16
Estimation Period:
Sep 12, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts