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V-Lab

Bookook Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:65.91% (-5.52%)
Analysis last updated: Sunday, February 15, 2026 at 01:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bookook Securities Co Ltd SGARCH
paramt-stat
ω1.10746.36
α0.16869.46
β0.756232.45
γ1-0.0166-0.35
γ20.12321.68
γ3-0.2755-5.10
γ40.26205.26
γ5-0.1287-2.64
γ60.04170.89
γ7-0.0129-0.26
γ80.05180.94
γ9-0.1031-1.64
γ100.30133.17
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts