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V-Lab

Korea Asset Investment Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.99% (-4.25%)
Analysis last updated: Sunday, February 8, 2026 at 01:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Korea Asset Investment SGARCH
paramt-stat
ω1.03861.80
α0.22242.40
β0.59384.48
γ1-7.5945-1.44
γ215.48351.96
γ3-14.9063-2.75
γ49.96902.32
γ5-2.4567-0.85
γ6-2.5191-0.54
γ75.31740.81
γ8-7.6781-1.29
γ97.90261.79
γ10-6.0249-1.22
Estimation Period:
Nov 20, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts