Incheon City Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.52% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 19.52 | |
| 0.1573 | 16.94 | |
| 0.8754 | 255.82 | |
| -0.0656 | -5.25 |
Estimation Period:
Nov 7, 2006 to Feb 20, 2026
Nov 7, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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