Bank of Lanzhou Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.18% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 67.6197 | 6.26 | |
| 0.1408 | 49.19 | |
| 0.9990 | 6,615.89 | |
| 3.4121 | 31.27 |
Estimation Period:
Jan 17, 2022 to Feb 13, 2026
Jan 17, 2022 to Feb 13, 2026
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