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V-Lab

Incheon City Gas Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.21% (-0.02%)
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 SGARCH
paramt-stat
ω1.26324.99
α0.16476.77
β0.739524.03
γ1-0.4944-2.75
γ20.83703.17
γ3-0.3852-2.01
γ4-0.0110-0.06
γ5-0.2958-1.81
γ61.04305.24
γ7-1.0146-3.83
γ80.08450.26
γ90.79391.55
Estimation Period:
Nov 7, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts