V-Lab
V-Lab

Seoul City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:17.57% (+0.39%)

Analysis last updated: Thursday, March 28, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seoul City Gas Co Ltd S0GARCH
paramt-stat
ω1.27362.82
α0.31355.64
β0.619715.41
γ1-0.0960-0.78
γ20.00480.03
γ30.16291.47
γ4-0.0188-0.16
γ5-0.1766-1.42
γ60.26172.27
γ7-0.3090-3.34
γ80.37063.84
γ9-0.3046-2.42
γ100.12121.17
Estimation Period:
Aug 18, 1995 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts