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V-Lab

Koryo Credit Information Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.71% (+1.74%)
Analysis last updated: Friday, February 13, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Koryo Credit Information S0GARCH
paramt-stat
ω1.04644.51
α0.13275.92
β0.798025.17
γ1-0.0521-0.18
γ2-0.1550-0.36
γ30.66242.52
γ4-0.9334-2.64
γ50.72702.12
γ6-0.3276-1.14
γ70.25000.94
γ8-0.5161-2.30
γ90.55583.56
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts