SK Gas Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.03% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1387 | 7.87 | |
| 0.1341 | 6.78 | |
| 0.7919 | 25.17 | |
| -0.0404 | -1.17 | |
| 0.1563 | 2.78 | |
| -0.2001 | -4.24 | |
| 0.1343 | 2.87 | |
| -0.0728 | -1.61 | |
| 0.0268 | 0.66 | |
| 0.0182 | 0.39 |
Estimation Period:
Aug 27, 1997 to Jan 30, 2026
Aug 27, 1997 to Jan 30, 2026
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