Kyung-In Synthetic Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:80.22% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.4387 | 5.57 | |
| 0.0823 | 96.77 | |
| 0.9969 | 1,891.65 | |
| 3.7720 | 60.13 |
Estimation Period:
Oct 5, 1995 to Jan 30, 2026
Oct 5, 1995 to Jan 30, 2026
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