Korea Asset In Trust Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.29% (+4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.5795 | 7.47 | |
| 0.0840 | 66.17 | |
| 0.9974 | 3,313.68 | |
| 2.8736 | 99.65 |
Estimation Period:
Jul 13, 2016 to Feb 13, 2026
Jul 13, 2016 to Feb 13, 2026
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