SK Gas Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.58% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1961 | 18.90 | |
| 0.1410 | 20.29 | |
| 0.8266 | 160.38 | |
| 0.0005 | 0.04 |
Estimation Period:
Aug 27, 1997 to Feb 6, 2026
Aug 27, 1997 to Feb 6, 2026
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