Hanyang Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:67.14% (-5.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.2143 | 10.85 | |
| 0.0809 | 116.91 | |
| 0.9989 | 10,626.80 | |
| 3.9365 | 115.06 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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