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Daegu Department Store Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.36% (+0.30%)
Analysis last updated: Sunday, February 15, 2026 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daegu Department Store SGARCH
paramt-stat
ω0.78504.52
α0.08339.29
β0.885368.48
γ1-0.0396-0.66
γ20.15221.72
γ3-0.2546-3.96
γ40.15602.32
γ5-0.0059-0.08
γ60.05810.78
γ7-0.1836-2.06
γ80.30133.25
γ9-0.3288-3.45
γ100.25361.92
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts