GF Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.28% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6484 | 4.45 | |
| 0.0826 | 19.02 | |
| 0.9747 | 175.05 | |
| 4.5580 | 5.92 |
Estimation Period:
Apr 10, 2015 to Feb 13, 2026
Apr 10, 2015 to Feb 13, 2026
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