DB Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:73.33% (-6.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.0635 | 6.40 | |
| 0.0883 | 109.45 | |
| 0.9974 | 2,688.53 | |
| 4.2815 | 55.79 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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