LS SECURITIES Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:90.21% (+16.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46.7133 | 6.66 | |
| 0.0959 | 105.86 | |
| 0.9990 | 6,795.92 | |
| 2.5715 | 336.23 |
Estimation Period:
Feb 21, 2007 to Feb 13, 2026
Feb 21, 2007 to Feb 13, 2026
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