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V-Lab

Shinsegae Information & Communication Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.38% (-0.68%)
Analysis last updated: Friday, February 13, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinsegae Information & Communication Co Ltd SGARCH
paramt-stat
ω1.92376.69
α0.09986.66
β0.818127.48
γ10.04210.61
γ20.02390.21
γ3-0.1352-1.49
γ40.12351.41
γ5-0.0168-0.16
γ6-0.0647-0.41
γ7-0.0803-0.46
γ80.41492.85
Estimation Period:
Nov 20, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts