MonAmi Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.82% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.3260 | 4.76 | |
| 0.1076 | 89.11 | |
| 0.9935 | 739.77 | |
| 4.0039 | 38.49 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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