Chung JYE Investment Holding GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.01% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.2264 | 8.20 | |
| 0.0880 | 18.50 | |
| 0.9990 | 3,996.00 | |
| 3.5038 | 14.70 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
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