V-Lab
V-Lab

Busan City Gas Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 24th, 2021:50.71% (0.00%)

Analysis last updated: Wednesday, July 20, 2022 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Busan City Gas Co Ltd SGARCH
paramt-stat
ω1.53075.81
α0.17526.34
β0.696916.89
γ1-0.2338-3.30
γ20.27692.51
γ30.12721.39
γ4-0.4159-4.52
γ50.46675.81
γ6-0.3687-4.72
γ70.22712.62
γ80.21231.16
Estimation Period:
Jun 23, 1997 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts