Boryung GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.84% (+4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.8885 | 5.66 | |
| 0.0897 | 33.74 | |
| 0.9800 | 260.72 | |
| 4.1418 | 14.13 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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