V-Lab: Incheon City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Incheon City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:7.18% (-0.15%)

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
$ω$	1.2173	4.63
$α$	0.1679	6.67
$β$	0.7618	26.09
$γ_{1}$	-0.6538	-3.11
$γ_{2}$	1.0788	3.35
$γ_{3}$	-0.5612	-2.06
$γ_{4}$	0.3442	1.30
$γ_{5}$	-0.7771	-2.79
$γ_{6}$	0.9112	3.20
$γ_{7}$	0.0821	0.33
$γ_{8}$	-1.0062	-4.78
$γ_{9}$	0.7815	4.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts