Skip to main content
V-Lab

Korea Computer Terminal Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.37% (-1.41%)
Analysis last updated: Friday, February 13, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Computer Terminal Inc SGARCH
paramt-stat
ω0.99172.78
α0.07135.00
β0.898444.39
γ1-0.5289-2.31
γ21.11433.48
γ3-1.1307-5.56
γ41.01104.83
γ5-0.8417-2.90
γ60.74642.26
γ7-0.6981-2.27
γ80.51501.50
γ9-0.2978-0.52
Estimation Period:
Dec 13, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts