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V-Lab

SK Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:117.10% (-12.45%)
Analysis last updated: Friday, February 6, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SK Securities Co Ltd S0GARCH
paramt-stat
ω0.96166.12
α0.18437.45
β0.754025.43
γ10.00020.00
γ20.09001.26
γ3-0.2124-3.79
γ40.16372.87
γ5-0.0389-0.70
γ6-0.0520-0.90
γ70.12352.02
γ8-0.0943-1.20
γ9-0.0305-0.27
γ100.09500.97
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts