China CAMC Engineering Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.22% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.0887 | 4.63 | |
| 0.0876 | 67.57 | |
| 0.9974 | 1,975.01 | |
| 4.5158 | 24.20 |
Estimation Period:
Jun 19, 2006 to Feb 13, 2026
Jun 19, 2006 to Feb 13, 2026
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