Guotai Haitong Securities Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.05% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9153 | 6.77 | |
| 0.1302 | 5.97 | |
| 0.9090 | 124.33 | |
| 7.0963 | 1.48 |
Estimation Period:
Nov 5, 2020 to Feb 6, 2026
Nov 5, 2020 to Feb 6, 2026
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