Shanxi Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.28% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.1766 | 5.72 | |
| 0.0727 | 68.56 | |
| 0.9970 | 2,200.89 | |
| 3.3199 | 62.35 |
Estimation Period:
Nov 15, 2010 to Feb 6, 2026
Nov 15, 2010 to Feb 6, 2026
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