Korea Gas Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.47% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 17.79 | |
| 0.1956 | 28.16 | |
| 0.9568 | 371.71 | |
| 0.0009 | 0.15 |
Estimation Period:
Dec 15, 1999 to Jan 30, 2026
Dec 15, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Korea Gas Corp Analyses
Other EGARCH Analyses on International Equities