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V-Lab

Tokai Carbon Korea Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.81% (+2.60%)
Analysis last updated: Friday, February 13, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokai Carbon Korea S0GARCH
paramt-stat
ω2.00187.69
α0.09696.60
β0.788123.34
γ10.42247.04
γ2-0.6181-6.60
γ30.22143.05
γ40.04310.63
γ5-0.1098-1.58
γ60.04760.67
γ7-0.0058-0.08
γ8-0.0012-0.02
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts