Jeju Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:90.43% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.9420 | 8.34 | |
| 0.1185 | 148.55 | |
| 0.9975 | 3,588.23 | |
| 3.3181 | 144.64 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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