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V-Lab

Macrogen Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.49% (-4.63%)
Analysis last updated: Friday, February 13, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Macrogen Co Ltd SGARCH
paramt-stat
ω1.37825.52
α0.13568.52
β0.811536.41
γ10.01930.20
γ2-0.0526-0.32
γ30.08240.63
γ4-0.0687-0.70
γ5-0.0462-0.62
γ60.18942.72
γ7-0.2477-2.95
γ80.34232.48
γ9-0.8375-2.30
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts