KTK Group Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.94% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7441 | 6.05 | |
| 0.1652 | 15.34 | |
| 0.8909 | 51.14 | |
| 3.3030 | 9.93 |
Estimation Period:
Feb 27, 2018 to Feb 13, 2026
Feb 27, 2018 to Feb 13, 2026
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