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V-Lab

Korea Real Estate Investment Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.73% (-2.38%)
Analysis last updated: Friday, February 13, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Real Estate Investment SGARCH
paramt-stat
ω1.32244.45
α0.19417.99
β0.605814.33
γ1-0.0462-0.33
γ20.19660.95
γ3-0.4015-3.07
γ40.49894.29
γ5-0.3611-3.35
γ60.02910.27
γ70.14951.55
γ80.05730.65
γ9-0.4692-4.87
γ101.07748.15
Estimation Period:
Dec 7, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts