KakaoBank Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:65.66% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.7969 | 2.89 | |
| 0.0654 | 9.60 | |
| 0.9551 | 64.47 | |
| 3.3407 | 3.93 |
Estimation Period:
Aug 6, 2021 to Feb 13, 2026
Aug 6, 2021 to Feb 13, 2026
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