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V-Lab

Yuanta Securities Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.53% (+9.15%)
Analysis last updated: Sunday, February 15, 2026 at 01:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yuanta Securities Korea Co Ltd S0GARCH
paramt-stat
ω0.89207.51
α0.10008.41
β0.841350.38
γ10.05221.62
γ2-0.0244-0.49
γ3-0.1269-3.38
γ40.18064.37
γ5-0.1533-3.61
γ60.13413.67
γ7-0.1042-2.77
γ80.05751.32
γ9-0.0092-0.27
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts