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Incheon City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.02% (+1.02%)
Analysis last updated: Saturday, February 21, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Incheon City Gas Co Ltd S0GARCH
paramt-stat
ω1.22484.79
α0.15556.63
β0.768326.60
γ1-0.6480-3.16
γ21.06143.38
γ3-0.5341-1.98
γ40.31801.21
γ5-0.7506-2.72
γ60.86283.11
γ70.14300.60
γ8-1.0230-4.61
γ90.73362.50
γ10-0.1440-0.55
Estimation Period:
Nov 7, 2006 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts