Agricultural Bank of China Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.48% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4659 | 5.55 | |
| 0.0671 | 20.34 | |
| 0.9837 | 318.57 | |
| 6.3763 | 4.29 |
Estimation Period:
Jul 16, 2010 to Feb 13, 2026
Jul 16, 2010 to Feb 13, 2026
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