Changhae Ethanol Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.20% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.9368 | 8.51 | |
| 0.0786 | 68.53 | |
| 0.9990 | 8,840.71 | |
| 2.9077 | 140.17 |
Estimation Period:
Jul 30, 2014 to Feb 13, 2026
Jul 30, 2014 to Feb 13, 2026
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