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V-Lab

Yuanta Securities Korea Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.38% (+8.65%)
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 SGARCH
paramt-stat
ω0.89757.77
α0.10268.30
β0.833547.63
γ10.05621.79
γ2-0.0285-0.59
γ3-0.1302-3.59
γ40.18934.70
γ5-0.1621-3.91
γ60.13573.79
γ7-0.0902-2.37
γ80.01250.26
γ90.12631.75
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts