Seoul Information Service Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.33% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 431.7344 | 6.68 | |
| 0.1495 | 139.94 | |
| 0.9990 | 6,659.77 | |
| 2.7600 | 206.14 |
Estimation Period:
Jan 25, 2001 to Feb 13, 2026
Jan 25, 2001 to Feb 13, 2026
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