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Korea Real Estate Investment Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.59% (+1.93%)
Analysis last updated: Sunday, February 15, 2026 at 01:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Real Estate Investment S0GARCH
paramt-stat
ω1.65745.00
α0.15567.93
β0.756028.22
γ10.16331.95
γ2-0.2828-2.27
γ30.21652.71
γ4-0.1209-1.52
γ5-0.0901-1.05
γ60.27453.57
γ7-0.2999-4.37
γ80.21954.34
Estimation Period:
Dec 7, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts