DB Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:64.82% (+12.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.8421 | 6.36 | |
| 0.0881 | 109.20 | |
| 0.9974 | 2,659.82 | |
| 4.2909 | 55.17 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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