Daegu Department Store GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.36% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8270 | 6.59 | |
| 0.0692 | 100.27 | |
| 0.9967 | 2,152.71 | |
| 3.9085 | 57.59 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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