Seoul Broadcasting System GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.84% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.4737 | 6.25 | |
| 0.0698 | 85.36 | |
| 0.9987 | 5,579.58 | |
| 4.0622 | 43.87 |
Estimation Period:
May 25, 1999 to Feb 20, 2026
May 25, 1999 to Feb 20, 2026
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