First Capital Securities Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.55% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96.0958 | 8.94 | |
| 0.0883 | 57.41 | |
| 0.9990 | 10,090.91 | |
| 3.1700 | 55.56 |
Estimation Period:
May 11, 2016 to Feb 13, 2026
May 11, 2016 to Feb 13, 2026
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