Korea Asset Investment GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.49% (+13.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 202.0269 | 6.77 | |
| 0.1316 | 66.46 | |
| 0.9990 | 6,986.01 | |
| 2.7581 | 88.03 |
Estimation Period:
Nov 20, 2019 to Feb 13, 2026
Nov 20, 2019 to Feb 13, 2026
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