Citic Pacific Special Steel Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.40% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9592 | 5.31 | |
| 0.0795 | 35.08 | |
| 0.9865 | 381.63 | |
| 5.0103 | 10.13 |
Estimation Period:
Mar 26, 1997 to Feb 13, 2026
Mar 26, 1997 to Feb 13, 2026
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