Industrial Bank of Korea GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:41.08% (-4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.6869 | 4.22 | |
| 0.1093 | 56.76 | |
| 0.9928 | 572.24 | |
| 5.1471 | 18.56 |
Estimation Period:
Jul 2, 1996 to Feb 13, 2026
Jul 2, 1996 to Feb 13, 2026
Other Industrial Bank of Korea Analyses
Other GAS-GARCH Student T Analyses on International Equities