China Cinda Asset Management Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.30% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5001 | 6.89 | |
| 0.0994 | 26.53 | |
| 0.9711 | 216.03 | |
| 5.3875 | 6.37 |
Estimation Period:
Dec 12, 2013 to Feb 6, 2026
Dec 12, 2013 to Feb 6, 2026
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