Boryung GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:52.50% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.9685 | 5.58 | |
| 0.0896 | 33.64 | |
| 0.9801 | 258.74 | |
| 4.1218 | 14.19 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on International Equities