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V-Lab

GF Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.80% (-1.27%)
Analysis last updated: Saturday, February 7, 2026 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GF Securities Co Ltd SGARCH
paramt-stat
ω1.28464.72
α0.11833.20
β0.64197.23
γ1-0.8635-2.48
γ22.19634.18
γ3-2.1454-5.90
γ41.20593.57
γ5-0.6695-1.76
γ60.24590.61
γ70.47290.96
γ8-1.2728-1.40
Estimation Period:
Apr 10, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts