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V-Lab

KCTC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:131.68% (-8.06%)
Analysis last updated: Friday, February 6, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KCTC SGARCH
paramt-stat
ω0.54515.07
α0.21459.35
β0.685525.86
γ1-0.0757-1.29
γ20.17771.98
γ3-0.2671-3.90
γ40.29084.55
γ5-0.2085-3.31
γ60.12971.89
γ7-0.1081-1.52
γ80.20283.22
γ9-0.3529-5.45
γ100.57135.53
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts