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V-Lab

TS Corp/Korea Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.90% (-2.08%)
Analysis last updated: Sunday, February 15, 2026 at 01:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TS Corp/Korea SGARCH
paramt-stat
ω0.91006.56
α0.14878.24
β0.773429.77
γ1-0.0042-0.10
γ20.06641.05
γ3-0.2377-5.37
γ40.35677.32
γ5-0.2861-4.66
γ60.15442.25
γ7-0.1102-1.82
γ80.16232.78
γ9-0.1577-2.48
γ10-0.0614-0.68
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts