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V-Lab

Hanyang Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:69.99% (+7.28%)
Analysis last updated: Sunday, February 15, 2026 at 01:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanyang Securities Co Ltd SGARCH
paramt-stat
ω0.99926.95
α0.12568.46
β0.813941.62
γ10.01070.23
γ20.09551.33
γ3-0.3021-5.90
γ40.32976.42
γ5-0.2075-3.81
γ60.06441.33
γ70.03870.69
γ80.06560.83
γ9-0.2377-2.49
γ100.36943.27
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts