Ping An Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.42% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.4596 | 8.96 | |
| 0.0769 | 107.17 | |
| 0.9981 | 5,144.88 | |
| 3.8689 | 78.87 |
Estimation Period:
Aug 23, 1991 to Feb 13, 2026
Aug 23, 1991 to Feb 13, 2026
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