Castec Korea Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.81% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.5038 | 7.48 | |
| 0.0829 | 80.61 | |
| 0.9977 | 3,750.68 | |
| 2.6578 | 161.32 |
Estimation Period:
May 27, 2014 to Feb 13, 2026
May 27, 2014 to Feb 13, 2026
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