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V-Lab

KCTC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.76% (-9.40%)
Analysis last updated: Friday, February 13, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KCTC S0GARCH
paramt-stat
ω0.59775.21
α0.21289.10
β0.698126.57
γ1-0.0433-0.73
γ20.12301.35
γ3-0.2225-3.15
γ40.24913.78
γ5-0.1720-2.65
γ60.09211.32
γ7-0.0558-0.76
γ80.10541.54
γ9-0.1388-1.63
γ100.07940.95
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts