The Born Korea GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.68% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 74.2537 | 5.75 | |
| 0.1561 | 25.82 | |
| 0.9988 | 3,901.62 | |
| 4.6494 | 6.07 |
Estimation Period:
Nov 6, 2024 to Feb 13, 2026
Nov 6, 2024 to Feb 13, 2026
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