Daol Investment & Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.13% (+8.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.3425 | 3.46 | |
| 0.0810 | 44.86 | |
| 0.9924 | 448.23 | |
| 4.5909 | 13.98 |
Estimation Period:
Nov 19, 1996 to Feb 13, 2026
Nov 19, 1996 to Feb 13, 2026
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