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V-Lab

Seoul City Gas Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.90% (-4.48%)
Analysis last updated: Friday, February 6, 2026 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seoul City Gas Co Ltd SGARCH
paramt-stat
ω1.20102.88
α0.31575.93
β0.614416.25
γ1-0.1423-1.68
γ20.10540.90
γ30.14141.96
γ4-0.1997-3.02
γ50.17682.89
γ6-0.1914-3.30
γ70.27664.41
γ8-0.3328-3.45
γ90.26151.38
Estimation Period:
Aug 18, 1995 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts