Skip to main content
V-Lab

Koryo Credit Information Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.68% (+1.25%)
Analysis last updated: Sunday, February 15, 2026 at 02:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Koryo Credit Information SGARCH
paramt-stat
ω1.05204.55
α0.13245.93
β0.797024.76
γ1-0.0389-0.13
γ2-0.1773-0.41
γ30.68252.64
γ4-0.9590-2.79
γ50.75932.26
γ6-0.3685-1.31
γ70.31851.19
γ8-0.6712-2.72
γ90.98163.26
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts