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V-Lab

Korea Electric Power Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.78% (-1.92%)
Analysis last updated: Friday, February 13, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Electric Power Corp SGARCH
paramt-stat
ω0.81995.28
α0.089110.04
β0.863762.39
γ1-0.0944-1.77
γ20.23963.12
γ3-0.3165-6.16
γ40.23374.83
γ5-0.0518-1.12
γ60.00790.15
γ7-0.0602-1.02
γ80.08851.66
γ9-0.0890-1.59
γ100.17401.98
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts