China Shengmu Organic Milk Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.38% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.0281 | 3.34 | |
| 0.1315 | 40.74 | |
| 0.9801 | 165.81 | |
| 3.0569 | 28.70 |
Estimation Period:
Jul 15, 2014 to Feb 6, 2026
Jul 15, 2014 to Feb 6, 2026
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