Daol Investment & Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.84% (-3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.3282 | 3.46 | |
| 0.0811 | 44.81 | |
| 0.9924 | 447.01 | |
| 4.5917 | 13.97 |
Estimation Period:
Nov 19, 1996 to Feb 6, 2026
Nov 19, 1996 to Feb 6, 2026
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