SK Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:187.60% (+28.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.1665 | 5.87 | |
| 0.1139 | 118.65 | |
| 0.9957 | 1,445.09 | |
| 3.7527 | 65.51 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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