Shinhan Global Active Reit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.50% (+9.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.2200 | 1.74 | |
| 0.1300 | 11.73 | |
| 0.9102 | 17.42 | |
| 2.1181 | 36.77 |
Estimation Period:
Jul 1, 2024 to Feb 13, 2026
Jul 1, 2024 to Feb 13, 2026
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