NH Investment & Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:57.66% (+4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.8299 | 7.11 | |
| 0.0567 | 66.26 | |
| 0.9965 | 2,080.32 | |
| 5.9114 | 17.78 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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