Korea Mcnulty Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.73% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6179 | 4.18 | |
| 0.1263 | 19.94 | |
| 0.9421 | 71.58 | |
| 2.9479 | 13.51 |
Estimation Period:
Dec 23, 2015 to Feb 13, 2026
Dec 23, 2015 to Feb 13, 2026
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