CSPC Pharmaceutical Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.91% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3952 | 4.30 | |
| 0.0598 | 27.66 | |
| 0.9877 | 344.02 | |
| 4.5534 | 8.75 |
Estimation Period:
Jun 21, 1994 to Feb 13, 2026
Jun 21, 1994 to Feb 13, 2026
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