Guangzhou Rural Commercial Bank Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:296.42% (-47.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3,784.2110 | 8.81 | |
| 0.1184 | 99.46 | |
| 0.9947 | 1,630.62 | |
| 2.0003 | 500,069.00 |
Estimation Period:
Jun 20, 2017 to Feb 6, 2026
Jun 20, 2017 to Feb 6, 2026
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