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

V-Lab

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V-Lab

Korea Gas Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:35.77% (-1.17%)

Analysis last updated: Friday, May 3, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1117	9.99
$α$	0.0783	7.25
$β$	0.8757	52.86
$γ_{1}$	0.0017	1.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts