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V-Lab

Korea Ratings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.54% (+11.75%)
Analysis last updated: Friday, February 13, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Ratings Corp S0GARCH
paramt-stat
ω1.87744.37
α0.26706.35
β0.49979.95
γ1-0.6178-2.98
γ21.06653.84
γ3-0.7940-4.00
γ40.69413.39
γ5-0.5958-2.93
γ60.44462.33
γ7-0.3229-2.08
γ80.11170.78
γ90.06440.37
γ10-0.0453-0.31
Estimation Period:
Feb 19, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts