V-Lab
Incheon City Gas Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:7.86% (+1.82%)
Analysis last updated: Thursday, April 18, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 5.14 | |
| 0.1590 | 30.25 | |
| 0.8575 | 250.51 | |
| -0.1851 | -7.93 |
Estimation Period:
Nov 7, 2006 to Apr 12, 2024
Nov 7, 2006 to Apr 12, 2024
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