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V-Lab

LS SECURITIES Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.81% (-1.47%)
Analysis last updated: Friday, February 13, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LS SECURITIES Co Ltd SGARCH
paramt-stat
ω1.20152.33
α0.13535.62
β0.820421.04
γ1-0.9567-3.65
γ21.40323.99
γ3-0.6715-2.49
γ40.59182.30
γ5-0.6608-2.93
γ60.57862.34
γ7-0.5831-2.40
γ80.56662.06
γ9-0.5479-1.40
Estimation Period:
Feb 21, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts