Guolian Minsheng Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.45% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96.7414 | 6.31 | |
| 0.1253 | 72.45 | |
| 0.9983 | 4,025.59 | |
| 3.3482 | 59.11 |
Estimation Period:
Jul 6, 2015 to Feb 13, 2026
Jul 6, 2015 to Feb 13, 2026
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