Korea Ratings Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.32% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7738 | 2.63 | |
| 0.1286 | 47.78 | |
| 0.9823 | 152.67 | |
| 2.4828 | 54.78 |
Estimation Period:
Feb 19, 2007 to Feb 13, 2026
Feb 19, 2007 to Feb 13, 2026
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