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V-Lab

Castec Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.44% (-0.39%)
Analysis last updated: Friday, February 13, 2026 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Castec Korea Co Ltd S0GARCH
paramt-stat
ω1.65323.75
α0.21714.05
β0.58028.02
γ1-0.1055-0.17
γ20.42990.43
γ30.65320.80
γ4-2.6203-3.67
γ53.08125.44
γ6-2.2544-5.13
γ70.72011.34
γ80.90341.14
γ9-2.1190-2.36
γ102.06473.42
Estimation Period:
May 27, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts