Koryo Credit Information GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.60% (+4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.9171 | 2.92 | |
| 0.1408 | 58.23 | |
| 0.9842 | 186.15 | |
| 2.6845 | 53.39 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
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