Shanghai Fudan-Zhangiang Bio GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.46% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4925 | 4.52 | |
| 0.1007 | 19.73 | |
| 0.9596 | 102.98 | |
| 3.8104 | 7.71 |
Estimation Period:
Dec 16, 2013 to Feb 13, 2026
Dec 16, 2013 to Feb 13, 2026
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