KT&G Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.88% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3454 | 9.40 | |
| 0.0476 | 66.99 | |
| 0.9990 | 10,298.97 | |
| 5.0600 | 35.79 |
Estimation Period:
Oct 8, 1999 to Jan 30, 2026
Oct 8, 1999 to Jan 30, 2026
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