Seoul City Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.75% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2373 | 21.93 | |
| 0.2734 | 19.41 | |
| 0.7318 | 102.61 | |
| -0.0105 | -0.64 |
Estimation Period:
Aug 18, 1995 to Jan 30, 2026
Aug 18, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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