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V-Lab

Korea NO 14 Special Purpose Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:75.36% (-1.91%)
Analysis last updated: Wednesday, February 11, 2026 at 11:23 PM UTC
Date Range:

from

to

6M ·

All

graph of Korea NO 14 Special Purpose S0GARCH
paramt-stat
ω0.98602.85
α0.03970.62
β0.00000.00
γ1-25.1005-0.33
γ239.60340.36
γ379.14850.97
γ4-269.2262-2.78
γ5295.11943.10
γ6-146.2801-2.57
Estimation Period:
Apr 29, 2025 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts