Bookook Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:91.00% (+7.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.3214 | 7.48 | |
| 0.0988 | 131.25 | |
| 0.9977 | 3,576.12 | |
| 3.4546 | 121.33 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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