Dongkuk CM Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.47% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 79.5472 | 6.23 | |
| 0.1734 | 40.92 | |
| 0.9975 | 2,925.10 | |
| 3.6328 | 18.24 |
Estimation Period:
Jun 16, 2023 to Feb 13, 2026
Jun 16, 2023 to Feb 13, 2026
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