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Daegu Department Store Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.63% (+0.36%)
Analysis last updated: Sunday, February 15, 2026 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daegu Department Store S0GARCH
paramt-stat
ω0.82925.02
α0.08319.21
β0.885667.34
γ1-0.0079-0.14
γ20.09901.14
γ3-0.2162-3.34
γ40.12641.88
γ50.01800.24
γ60.03540.48
γ7-0.1584-1.76
γ80.26632.92
γ9-0.2663-3.33
γ100.11551.70
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts