KRX 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.06% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6920 | 7.13 | |
| 0.0585 | 60.84 | |
| 0.9990 | 7,035.21 | |
| 6.6502 | 12.19 |
Estimation Period:
Jan 2, 2001 to Dec 30, 2025
Jan 2, 2001 to Dec 30, 2025
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