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V-Lab

Dae-Il Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:92.39% (+6.90%)
Analysis last updated: Friday, February 6, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dae-Il Corp SGARCH
paramt-stat
ω0.98844.75
α0.20234.41
β0.44415.57
γ1-0.5279-2.28
γ20.80632.48
γ3-0.3899-2.29
γ40.28281.91
γ5-0.5171-3.06
γ60.86043.79
γ7-0.7868-2.58
γ80.28540.80
γ9-0.2108-0.61
γ100.90162.18
Estimation Period:
Oct 18, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts