KT&G Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.97% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3208 | 9.39 | |
| 0.0476 | 66.98 | |
| 0.9990 | 10,193.88 | |
| 5.0673 | 35.63 |
Estimation Period:
Oct 8, 1999 to Feb 20, 2026
Oct 8, 1999 to Feb 20, 2026
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