GF Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.33% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3855 | 4.25 | |
| 0.0803 | 68.94 | |
| 0.9945 | 805.29 | |
| 4.2367 | 24.10 |
Estimation Period:
Jun 11, 1997 to Feb 6, 2026
Jun 11, 1997 to Feb 6, 2026
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