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V-Lab

Shinsegae International Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.20% (+3.40%)
Analysis last updated: Friday, February 6, 2026 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinsegae International Co Ltd SGARCH
paramt-stat
ω1.52815.23
α0.08063.73
β0.763110.45
γ10.13050.54
γ20.42651.26
γ3-1.3217-6.14
γ41.56636.89
γ5-1.5108-6.22
γ61.16603.36
γ7-0.8377-1.66
γ80.59471.18
γ90.00980.02
Estimation Period:
Jul 14, 2011 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts