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Incheon City Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.36% (-0.03%)
Analysis last updated: Friday, February 13, 2026 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Incheon City Gas Co Ltd S0GARCH
paramt-stat
ω1.24974.87
α0.15566.62
β0.768626.57
γ1-0.6290-3.07
γ21.03293.28
γ3-0.5182-1.91
γ40.30981.17
γ5-0.7432-2.68
γ60.84003.04
γ70.17500.75
γ8-1.0345-4.61
γ90.71642.40
γ10-0.1232-0.46
Estimation Period:
Nov 7, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts