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V-Lab

KCTC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:81.13% (-6.62%)
Analysis last updated: Sunday, February 15, 2026 at 01:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KCTC SGARCH
paramt-stat
ω0.54445.08
α0.21559.37
β0.683925.73
γ1-0.0753-1.29
γ20.17681.99
γ3-0.2665-3.92
γ40.29114.58
γ5-0.2098-3.35
γ60.13141.93
γ7-0.1092-1.54
γ80.20283.23
γ9-0.3537-5.47
γ100.58345.70
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts