Sangsangin Investment & Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:114.18% (+17.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.4361 | 5.60 | |
| 0.1234 | 122.53 | |
| 0.9950 | 1,166.43 | |
| 3.5480 | 74.32 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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