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V-Lab

Korean Drug Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.90% (-0.84%)
Analysis last updated: Friday, February 13, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korean Drug Co SGARCH
paramt-stat
ω1.25792.91
α0.22346.85
β0.681919.39
γ10.07820.32
γ2-0.1236-0.33
γ30.09790.42
γ4-0.0843-0.47
γ50.08250.48
γ6-0.0548-0.29
γ7-0.2471-0.91
γ80.62221.80
γ9-1.0336-2.10
Estimation Period:
Jul 19, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts