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V-Lab

Namyong Terminal PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.67% (-0.28%)
Analysis last updated: Sunday, February 8, 2026 at 04:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Namyong Terminal PCL SGARCH
paramt-stat
ω0.90242.50
α0.04564.45
β0.910035.54
γ1-0.5017-0.96
γ20.86471.29
γ3-0.8162-2.33
γ41.22833.59
γ5-1.5778-4.16
γ61.28213.00
γ7-0.5941-1.04
γ8-0.6073-0.71
Estimation Period:
Nov 25, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts