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V-Lab

Shinyoung Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:76.88% (-6.21%)
Analysis last updated: Friday, February 6, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinyoung Securities Co Ltd SGARCH
paramt-stat
ω1.12528.30
α0.12609.85
β0.785237.33
γ10.03751.27
γ2-0.0101-0.22
γ3-0.1637-4.04
γ40.28485.46
γ5-0.2604-4.64
γ60.18353.98
γ7-0.0941-2.43
γ80.01240.29
γ90.19902.84
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts