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V-Lab

Shinsegae International Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.98% (-0.77%)
Analysis last updated: Friday, February 13, 2026 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinsegae International Co Ltd SGARCH
paramt-stat
ω1.52845.24
α0.07953.72
β0.767510.54
γ10.13840.57
γ20.40761.21
γ3-1.3008-6.06
γ41.55046.86
γ5-1.5063-6.29
γ61.17453.44
γ7-0.8567-1.71
γ80.62561.24
γ9-0.0255-0.05
Estimation Period:
Jul 14, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts