Korea Gas Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.58% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1899 | 19.92 | |
| 0.0813 | 16.36 | |
| 0.8846 | 240.72 | |
| -0.0009 | -0.10 |
Estimation Period:
Dec 15, 1999 to Jan 30, 2026
Dec 15, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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