Macrogen Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.96% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.3050 | 3.64 | |
| 0.0966 | 62.18 | |
| 0.9894 | 344.51 | |
| 3.2717 | 32.28 |
Estimation Period:
Nov 23, 2000 to Feb 13, 2026
Nov 23, 2000 to Feb 13, 2026
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