KCTC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:9,724.80% (-1,457.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.6888 | 26.71 | |
| 0.0971 | 406.23 | |
| 0.9990 | 24,365.85 | |
| 2.0000 | 20,000,410.00 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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