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V-Lab

Korea Asset Investment Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.85% (-5.69%)
Analysis last updated: Friday, February 13, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Korea Asset Investment S0GARCH
paramt-stat
ω1.04061.79
α0.22042.39
β0.59664.49
γ1-7.4392-1.40
γ215.20891.92
γ3-14.6939-2.70
γ49.80742.28
γ5-2.3602-0.82
γ6-2.5195-0.54
γ75.16790.79
γ8-7.2494-1.24
γ96.86591.71
γ10-3.2565-1.60
Estimation Period:
Nov 20, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts