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V-Lab

Shinyoung Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.32% (-1.98%)
Analysis last updated: Sunday, February 8, 2026 at 01:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinyoung Securities Co Ltd SGARCH
paramt-stat
ω1.12488.29
α0.12569.85
β0.786037.51
γ10.03851.30
γ2-0.0122-0.26
γ3-0.1616-3.99
γ40.28325.44
γ5-0.2596-4.62
γ60.18323.95
γ7-0.0941-2.42
γ80.01250.29
γ90.20382.89
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts