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V-Lab

Castec Korea Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.14% (-0.28%)
Analysis last updated: Sunday, February 15, 2026 at 01:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Castec Korea Co Ltd SGARCH
paramt-stat
ω1.63353.77
α0.21303.95
β0.57817.76
γ1-0.1096-0.17
γ20.42370.43
γ30.68690.84
γ4-2.6782-3.78
γ53.15725.64
γ6-2.3477-5.37
γ70.85891.58
γ80.63210.76
γ9-1.5313-1.48
γ100.56390.46
Estimation Period:
May 27, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts