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V-Lab

Seoul Broadcasting System Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.82% (-0.30%)
Analysis last updated: Friday, February 6, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seoul Broadcasting System SGARCH
paramt-stat
ω1.39214.83
α0.06506.33
β0.889144.06
γ1-0.1918-1.74
γ20.40252.64
γ3-0.2835-2.43
γ40.03090.26
γ50.09690.89
γ6-0.1644-1.77
γ70.34504.19
γ8-0.4342-4.07
γ90.33071.86
γ10-0.3832-1.44
Estimation Period:
May 25, 1999 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts