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Korea Mcnulty Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.30% (-0.31%)
Analysis last updated: Sunday, February 15, 2026 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Mcnulty Co Ltd S0GARCH
paramt-stat
ω1.61752.03
α0.09802.83
β0.76289.19
γ1-0.0495-0.02
γ20.61700.17
γ3-0.5610-0.28
γ4-0.1095-0.08
γ50.02220.02
γ60.30280.20
γ7-1.4604-1.01
γ83.18082.74
γ9-3.2380-2.87
γ101.68142.26
Estimation Period:
Dec 23, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts