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V-Lab

Korea Information Cert Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.68% (-2.17%)
Analysis last updated: Sunday, February 15, 2026 at 02:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Information Cert S0GARCH
paramt-stat
ω1.29712.98
α0.14934.30
β0.65349.20
γ10.30140.46
γ2-1.2615-1.43
γ32.06183.27
γ4-2.0782-3.23
γ52.66444.18
γ6-3.8790-5.08
γ73.77414.30
γ8-2.0954-2.44
γ90.61601.03
γ10-0.1863-0.43
Estimation Period:
Feb 4, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts