Qingdao Rural Commercial Bank Corporation GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.01% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 39.0678 | 5.09 | |
| 0.1157 | 52.29 | |
| 0.9990 | 5,459.02 | |
| 4.5596 | 16.12 |
Estimation Period:
Mar 26, 2019 to Feb 13, 2026
Mar 26, 2019 to Feb 13, 2026
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