GMB Korea Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:63.31% (+7.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7100 | 3.64 | |
| 0.0883 | 49.02 | |
| 0.9885 | 322.31 | |
| 3.2570 | 27.33 |
Estimation Period:
Nov 20, 2012 to Jan 30, 2026
Nov 20, 2012 to Jan 30, 2026
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