CITIC Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.07% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5846 | 5.32 | |
| 0.0834 | 36.50 | |
| 0.9880 | 449.09 | |
| 5.1738 | 11.12 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
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