Chongqing Changan Automobile Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.04% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.6184 | 8.18 | |
| 0.0530 | 73.98 | |
| 0.9990 | 9,165.14 | |
| 4.9574 | 37.31 |
Estimation Period:
Jun 10, 1997 to Feb 6, 2026
Jun 10, 1997 to Feb 6, 2026
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