V-Lab: Korea Gas Corp MF2-GARCH Volatility Analysis

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V-Lab

Korea Gas Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.38% (-1.25%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0555	18.07
$β$	0.8240	123.25
$γ$	0.0301	5.90
$λ_{1}$	1.2872	0.48
$λ_{2}$	0.7255	0.52
$λ_{3}$	0.0000	0.00

Estimation Period:
Dec 15, 1999 to Apr 30, 2024

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