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V-Lab

Hanyang Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.34% (-3.35%)
Analysis last updated: Friday, February 6, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanyang Securities Co Ltd S0GARCH
paramt-stat
ω1.06777.31
α0.11888.31
β0.829842.96
γ10.06491.86
γ2-0.0373-0.68
γ3-0.1529-3.68
γ40.24845.77
γ5-0.2461-4.48
γ60.18482.51
γ7-0.0106-0.14
γ8-0.0902-1.27
γ90.04010.81
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts