V-Lab: Busan City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Busan City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 24th, 2021:33.93% (0.00%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7631	7.06
$α$	0.1809	6.55
$β$	0.6676	16.00
$γ_{1}$	-0.1311	-1.45
$γ_{2}$	0.0303	0.19
$γ_{3}$	0.2815	1.76
$γ_{4}$	-0.0941	-0.59
$γ_{5}$	-0.3946	-2.55
$γ_{6}$	0.5697	3.99
$γ_{7}$	-0.2978	-2.17
$γ_{8}$	-0.1456	-0.94
$γ_{9}$	0.5813	2.83
$γ_{10}$	-0.6465	-3.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts