V-Lab: SK Gas Ltd MF2-GARCH Volatility Analysis

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V-Lab

SK Gas Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.09% (-3.43%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.1347	18.24
$β$	0.7518	70.71
$γ$	-0.0099	-1.10
$λ_{1}$	1.1408	4.69
$λ_{2}$	0.7263	14.61
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 27, 1997 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts