Korea Economic Broadcasting Co Ltd/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.02% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.6715 | 6.36 | |
| 0.1005 | 105.02 | |
| 0.9971 | 2,362.75 | |
| 2.8154 | 142.83 |
Estimation Period:
Nov 28, 2005 to Feb 13, 2026
Nov 28, 2005 to Feb 13, 2026
Other Korea Economic Broadcasting Co Ltd/The Analyses
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