CJ CheilJedang Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.44% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0147 | 5.38 | |
| 0.0486 | 50.46 | |
| 0.9975 | 2,659.95 | |
| 4.9980 | 15.07 |
Estimation Period:
Sep 28, 2007 to Feb 20, 2026
Sep 28, 2007 to Feb 20, 2026
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