Seoul City Gas Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.82% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1666 | 19.11 | |
| 0.3920 | 26.60 | |
| 0.9168 | 197.42 | |
| 0.0142 | 1.73 |
Estimation Period:
Aug 18, 1995 to Feb 13, 2026
Aug 18, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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