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V-Lab

Samjin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.50% (+1.10%)
Analysis last updated: Friday, February 13, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samjin S0GARCH
paramt-stat
ω1.10083.70
α0.28085.31
β0.52708.43
γ1-0.1559-0.76
γ20.10430.36
γ30.05840.34
γ40.11000.60
γ5-0.2362-0.99
γ60.10680.44
γ70.15420.71
γ8-0.3694-1.30
γ90.37771.61
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts