V-Lab: Seoul City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Seoul City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:15.50% (-0.35%)

Analysis last updated: Saturday, May 4, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3056	2.62
$α$	0.3167	5.54
$β$	0.6226	15.64
$γ_{1}$	-0.1000	-0.79
$γ_{2}$	0.0096	0.05
$γ_{3}$	0.1641	1.48
$γ_{4}$	-0.0263	-0.23
$γ_{5}$	-0.1648	-1.32
$γ_{6}$	0.2508	2.14
$γ_{7}$	-0.3059	-3.25
$γ_{8}$	0.3866	4.06
$γ_{9}$	-0.3523	-2.88
$γ_{10}$	0.1752	1.76

Estimation Period:
Aug 18, 1995 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts