YuHwa Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.80% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.0577 | 8.01 | |
| 0.0919 | 133.24 | |
| 0.9980 | 4,396.68 | |
| 3.2366 | 158.79 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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