China Modern Dairy Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.56% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3283 | 7.00 | |
| 0.0890 | 16.19 | |
| 0.9524 | 126.69 | |
| 4.7128 | 5.18 |
Estimation Period:
Nov 26, 2010 to Feb 6, 2026
Nov 26, 2010 to Feb 6, 2026
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