Bookook Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:71.97% (-7.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.1312 | 7.43 | |
| 0.0988 | 131.19 | |
| 0.9977 | 3,513.09 | |
| 3.4517 | 121.06 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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