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V-Lab

SK Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:107.17% (-9.86%)
Analysis last updated: Sunday, February 8, 2026 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SK Securities Co Ltd S0GARCH
paramt-stat
ω0.96016.12
α0.18417.46
β0.754325.48
γ10.00040.01
γ20.08941.26
γ3-0.2119-3.80
γ40.16422.89
γ5-0.0404-0.73
γ6-0.0499-0.87
γ70.12202.01
γ8-0.0944-1.22
γ9-0.0295-0.26
γ100.09470.96
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts