SK Gas Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.61% (+5.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1960 | 18.90 | |
| 0.1411 | 20.32 | |
| 0.8267 | 160.56 | |
| 0.0001 | 0.01 |
Estimation Period:
Aug 27, 1997 to Feb 20, 2026
Aug 27, 1997 to Feb 20, 2026
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