V-Lab: Incheon City Gas Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Incheon City Gas Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:5.88% (-0.37%)

Analysis last updated: Tuesday, April 30, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.8456	8.21
$α$	0.0799	84.60
$β$	0.9990	8612.07
$ν$	3	105.40

Estimation Period:
Nov 7, 2006 to Apr 26, 2024