Samsung Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.75% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0290 | 6.24 | |
| 0.0556 | 68.72 | |
| 0.9972 | 2,408.63 | |
| 5.6185 | 19.77 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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