Changjiang Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.58% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.3034 | 4.40 | |
| 0.0737 | 72.87 | |
| 0.9958 | 1,115.17 | |
| 4.2201 | 29.85 |
Estimation Period:
Jul 31, 1997 to Feb 13, 2026
Jul 31, 1997 to Feb 13, 2026
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