Korea Real Estate Investment GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.26% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.6915 | 9.33 | |
| 0.0632 | 95.58 | |
| 0.9990 | 9,514.29 | |
| 3.1809 | 209.88 |
Estimation Period:
Dec 7, 2001 to Feb 13, 2026
Dec 7, 2001 to Feb 13, 2026
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