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V-Lab

Incheon City Gas Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.75% (+0.81%)
Analysis last updated: Saturday, February 21, 2026 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Incheon City Gas Co Ltd SGARCH
paramt-stat
ω1.26234.97
α0.16466.77
β0.740124.10
γ1-0.4927-2.74
γ20.83383.16
γ3-0.3815-2.00
γ4-0.0197-0.11
γ5-0.2799-1.72
γ61.03255.31
γ7-1.0264-3.98
γ80.11430.35
γ90.77151.55
Estimation Period:
Nov 7, 2006 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts