SB Sung Bo Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.82% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.7828 | 8.34 | |
| 0.0837 | 130.63 | |
| 0.9985 | 5,805.08 | |
| 3.1612 | 208.91 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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