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V-Lab

Korea Ratings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.07% (+11.86%)
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 SGARCH
paramt-stat
ω1.87504.33
α0.27116.46
β0.500410.13
γ1-0.6380-3.06
γ21.10173.95
γ3-0.8232-4.14
γ40.72103.52
γ5-0.6201-3.04
γ60.46632.43
γ7-0.3415-2.16
γ80.12730.81
γ90.04900.21
γ10-0.0200-0.06
Estimation Period:
Feb 19, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts