V-Lab: Busan City Gas Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Busan City Gas Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 24th, 2021:7.52% (+0.34%)

Analysis last updated: Wednesday, July 20, 2022 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.9577	8.48
$α$	0.0886	107.75
$β$	0.9985	5838.92
$ν$	3	207.34

Estimation Period:
Jun 23, 1997 to Nov 19, 2021