SK Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:102.75% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.5553 | 5.69 | |
| 0.1120 | 116.68 | |
| 0.9955 | 1,354.47 | |
| 3.7558 | 63.10 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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