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V-Lab

Daishin Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.63% (-2.83%)
Analysis last updated: Friday, February 13, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daishin Securities Co Ltd SGARCH
paramt-stat
ω0.86508.32
α0.08888.73
β0.853151.53
γ10.02910.94
γ20.02720.58
γ3-0.1947-5.91
γ40.23277.34
γ5-0.1573-4.43
γ60.11182.79
γ7-0.0395-1.00
γ8-0.0649-1.46
γ90.18201.81
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts