Northeast Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.52% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3587 | 4.66 | |
| 0.0680 | 77.96 | |
| 0.9955 | 1,083.24 | |
| 3.8393 | 36.38 |
Estimation Period:
Feb 27, 1997 to Feb 6, 2026
Feb 27, 1997 to Feb 6, 2026
Other Northeast Securities Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities