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V-Lab

Hotel Shilla Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.87% (+6.48%)
Analysis last updated: Friday, February 6, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hotel Shilla Co Ltd S0GARCH
paramt-stat
ω0.83646.15
α0.06488.58
β0.889561.80
γ10.01430.37
γ2-0.0017-0.03
γ3-0.0943-2.37
γ40.18514.79
γ5-0.1861-4.26
γ60.14653.20
γ7-0.1153-2.90
γ80.07232.00
γ9-0.0179-0.64
Estimation Period:
Mar 12, 1991 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts