SK Gas Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.37% (+5.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1334 | 18.78 | |
| 0.7411 | 68.37 | |
| -0.0105 | -1.17 | |
| 1.1304 | 4.34 | |
| 0.7307 | 14.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 27, 1997 to Feb 20, 2026
Aug 27, 1997 to Feb 20, 2026
News Impact Curve
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