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

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:18.91% (+0.70%)

Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2994	2.71
$α$	0.3159	5.58
$β$	0.6212	15.55
$γ_{1}$	-0.0987	-0.79
$γ_{2}$	0.0087	0.05
$γ_{3}$	0.1624	1.47
$γ_{4}$	-0.0228	-0.20
$γ_{5}$	-0.1697	-1.36
$γ_{6}$	0.2555	2.19
$γ_{7}$	-0.3079	-3.28
$γ_{8}$	0.3817	3.99
$γ_{9}$	-0.3360	-2.73
$γ_{10}$	0.1563	1.55

Estimation Period:
Aug 18, 1995 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts