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Gwangju Shinsegae Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.52% (-10.51%)
Analysis last updated: Sunday, February 15, 2026 at 02:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gwangju Shinsegae Co Ltd S0GARCH
paramt-stat
ω3.02115.93
α0.19245.92
β0.643012.83
γ10.25135.06
γ2-0.3785-5.24
γ30.22424.60
γ4-0.1701-3.32
γ50.18473.24
γ6-0.2513-4.01
γ70.21194.33
Estimation Period:
Feb 7, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts