TAEKYUNG BK Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:25.22% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.3005 | 11.22 | |
| 0.1032 | 125.30 | |
| 0.9990 | 12,487.50 | |
| 3.7067 | 123.79 |
Estimation Period:
Jan 6, 1992 to Feb 20, 2026
Jan 6, 1992 to Feb 20, 2026
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