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V-Lab

Boryung Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.37% (-1.90%)
Analysis last updated: Sunday, February 15, 2026 at 01:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Boryung SGARCH
paramt-stat
ω0.78707.72
α0.12578.85
β0.797338.83
γ1-0.0091-0.28
γ20.02210.45
γ3-0.0961-2.65
γ40.18514.88
γ5-0.1620-4.19
γ60.07412.03
γ70.01070.25
γ8-0.0678-1.17
γ90.04400.60
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts