V-Lab
V-Lab

Incheon City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:8.03% (-0.13%)

Analysis last updated: Thursday, March 28, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Incheon City Gas Co Ltd S0GARCH
paramt-stat
ω1.21424.65
α0.16886.63
β0.759425.54
γ1-0.6569-3.10
γ21.07973.31
γ3-0.5542-1.99
γ40.34001.26
γ5-0.7651-2.71
γ60.85313.03
γ70.16820.70
γ8-1.0270-4.85
γ90.73353.94
Estimation Period:
Nov 7, 2006 to Mar 22, 2024
Impact of return on volatility tomorrow
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