Skip to main content
V-Lab

CJ Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.82% (-1.15%)
Analysis last updated: Sunday, February 8, 2026 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CJ Corp SGARCH
paramt-stat
ω0.75326.15
α0.07816.99
β0.878941.91
γ10.00120.03
γ20.05701.00
γ3-0.1885-4.36
γ40.24225.71
γ5-0.1835-4.53
γ60.12443.30
γ7-0.1078-2.76
γ80.12262.46
γ9-0.0769-1.16
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts