China Merchants China Direct Investments Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.03% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.6897 | 8.12 | |
| 0.1304 | 92.75 | |
| 0.9990 | 8,840.71 | |
| 4.1576 | 42.15 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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