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V-Lab

Boryung Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.10% (+1.02%)
Analysis last updated: Friday, February 6, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Boryung SGARCH
paramt-stat
ω0.78777.78
α0.12528.81
β0.797638.71
γ1-0.0104-0.32
γ20.02470.50
γ3-0.0984-2.72
γ40.18674.92
γ5-0.1625-4.21
γ60.07432.03
γ70.00980.23
γ8-0.0646-1.12
γ90.03290.46
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts