Samil C&S Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.40% (+11.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3173 | 3.14 | |
| 0.1298 | 15.05 | |
| 0.9479 | 56.34 | |
| 2.9732 | 11.58 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
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