MonAmi Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.90% (+3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.2576 | 4.76 | |
| 0.1074 | 89.17 | |
| 0.9935 | 740.89 | |
| 4.0025 | 38.49 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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