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V-Lab

SK Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:118.69% (-12.23%)
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 SGARCH
paramt-stat
ω0.90566.37
α0.17777.45
β0.752824.01
γ1-0.0188-0.42
γ20.12531.83
γ3-0.2451-4.59
γ40.19283.52
γ5-0.0584-1.08
γ6-0.0415-0.74
γ70.11311.85
γ8-0.0689-0.81
γ9-0.1016-0.75
γ100.34201.75
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts