Beijing Jingneng Thermal Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.02% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 97.3373 | 6.58 | |
| 0.1739 | 64.82 | |
| 0.9963 | 2,045.74 | |
| 4.2303 | 28.74 |
Estimation Period:
Sep 15, 2017 to Feb 6, 2026
Sep 15, 2017 to Feb 6, 2026
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