Shinyoung Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:84.65% (-5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.6307 | 8.61 | |
| 0.0688 | 107.64 | |
| 0.9981 | 5,066.75 | |
| 3.7796 | 96.53 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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