Yunsung F&C Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.91% (-4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.2451 | 8.78 | |
| 0.1296 | 4.91 | |
| 0.7749 | 31.98 | |
| 5.0810 | 1.67 |
Estimation Period:
Nov 14, 2022 to Feb 6, 2026
Nov 14, 2022 to Feb 6, 2026
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