Skip to main content
V-Lab

Jeju Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:97.91% (-8.44%)
Analysis last updated: Friday, February 13, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jeju Bank S0GARCH
paramt-stat
ω1.12493.56
α0.17269.85
β0.809945.61
γ10.02410.55
γ2-0.0134-0.19
γ3-0.1023-1.66
γ40.14952.45
γ5-0.0235-0.45
γ6-0.1039-2.00
γ70.17493.63
γ8-0.1708-5.08
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts