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V-Lab

Hanyang Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.42% (-2.97%)
Analysis last updated: Sunday, February 8, 2026 at 12:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanyang Securities Co Ltd SGARCH
paramt-stat
ω0.93096.38
α0.12538.44
β0.814241.66
γ1-0.0126-0.27
γ20.12721.74
γ3-0.3138-6.09
γ40.33356.47
γ5-0.2069-3.79
γ60.06211.28
γ70.04040.71
γ80.06510.82
γ9-0.2350-2.46
γ100.35453.21
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts