V-Lab
Busan City Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 24th, 2021:11.22% (+0.09%)
Analysis last updated: Wednesday, July 20, 2022 at 01:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0964 | 19.12 | |
| 0.2672 | 21.97 | |
| 0.7885 | 152.73 | |
| -0.1114 | -6.65 |
Estimation Period:
Jun 23, 1997 to Nov 19, 2021
Jun 23, 1997 to Nov 19, 2021
News Impact Curve
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