Korea Gas Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.95% (+9.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1911 | 19.97 | |
| 0.0818 | 16.38 | |
| 0.8843 | 239.96 | |
| -0.0013 | -0.16 |
Estimation Period:
Dec 15, 1999 to Feb 20, 2026
Dec 15, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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