SK Reits Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.43% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2038 | 4.63 | |
| 0.0791 | 26.10 | |
| 0.9853 | 320.72 | |
| 3.7886 | 14.29 |
Estimation Period:
Sep 14, 2021 to Feb 13, 2026
Sep 14, 2021 to Feb 13, 2026
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