TAEKYUNG BK Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.91% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.3722 | 11.22 | |
| 0.1033 | 125.32 | |
| 0.9990 | 12,487.50 | |
| 3.7046 | 124.08 |
Estimation Period:
Jan 6, 1992 to Feb 6, 2026
Jan 6, 1992 to Feb 6, 2026
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